Hi gazzatron,
I primarily use the "What's New - My Posts" link instead of Subscriptions. There is also a "Quick Links - My Threads" link on the right side of the Forum menu bar which will only show threads you created (v. My Posts is any thread you have posted in). From both of these views, if it's bold, you have unread responses.
It took me too long to find these short-cuts on my own - so good question out of the gate.
Edit: Subscriptions work too. You can set the default to subscribed in your profile, or modify the Subscription setting at the bottom of the options when starting a new thread. From an existing thread, select Thread Tools - subscribe. I don't want email notices and I still have to go to the Settings page to view subscription activity so I prefer to manage with My Posts.