Once you are following a thread, you need only go to "settings" at the top of the page and all of your followed threads with new posts will come up. If you click on the blue circle at the beginning of the thread title, it takes you right to the first post that you haven't read. Pretty cool!
If you follow every swap thread you are participating in you will never miss a post! When it's done you can 'unfollow' and it falls off your list.
When I come to this site I always check my "settings" to see what is new in my followed threads first, before reading the other posts.