In response to the new My Discussions page, I whipped up a really quick Greasemonkey script that uses localStorage (read: super-modern browser stuff) to keep track of which forum threads you've read, since My Discussions, well, doesn't (yet). Unfortunately, it only works on the forum thread lists and not My Discussions so far. It's very rough and very untested, having been started about... an hour ago, so let me know about any bugs or whatever!
You can install it by clicking here or check it out on userscripts.org. Thanks!