Also:
The Watched Threads tab under the Forums tab will show you just your unread subscribed (watched) posts. Like the old forum, there is a link at the bottom of the list that lets you see all your watched (subscribed) threads.
Most pages under the Forum tab offer a Mark Forums Read link. If you are in a specific forum you'll have the option to mark just that forum read, otherwise it marks everything.
So, there are actually three ways to get very similar results to the old forum. One of them is bound to be close enough. I tend to bounce between the Active Topics and my Alerts, with occasional visits to Watched Threads, to make sure I don't miss anyone important.
Lot's of redundancy, I know. Eventually I'll figure out what method I like best and settle.