If there is an important thread or popular one then you can press save thread and then it'll be saved onto to your account until you take it off. This has been helpful on other sites so i thought it would be here too.
To further clarify what Waluigi means, you can copy your favorite threads, paste them into your Bio, and then use BBCode to link them. The [url and url= tricks.
which is a very usefull idea, thread subbing. instead of hunting for threads, your favourite ones can pop up in your profile so you can click on them when new posts show up. this would be a serious overhaul for the forums, i would consider it a improvement.