What I do in most forums is:
1. I log in with the 'log me in automatically on every visit' option.
What this does is keeping me logged in, which is more important than the 'every visit' part.
2. Click 'new messages'. On this forum there are usually two pages of active threads. On some other forums there are nine or more..
3. If there's more than one, as there usually is, I click the middle mousebutton on page 2 through N. With my browser that opens each of them in a new tab.
4. Go to the tab with the oldest content, look through it, click middle button on the 'go to first unread' field on each interesting thread, this opens more tabs.
5. On this forum there are usually just two pages, so sometimes I read through all threads, replying to some and closing the tabs as they are done
6. Or I go through the next newer page(s) first and open new tabs for the threads there.
7. In any case I read and close from the right (won't work with chrome because it opens new tabs in between and not to the right) as I'm done.
8. Eventually I'm back at a tab which lists the first page of active threads, which I have now read.
9. Some time may have gone, so I click 'view new messages' again, if there are updates I mid-click their 'go to last unread post' on each of them, then click 'mark forum read' and then I read the final ones.
10. If I end up opening all new threads in their tabs right away, which I sometimes choose to do, then I click 'mark forum read' right away (possibly with a quick check on 'view new messages' before I start to read the first one.
11. The above is totally unfeasible to do when I read the forum on my phone, as I'm doing now.
-Tor