You already have this! It's one of my favorite features, but it's not very well publicized.

If you want to keep track of a thread, click on "Thread Tools" (it's a link just above the first post on the page, and below the "rate this thread" box). Go down to "Subscribe to this thread", and then click on "Add subscription".

Then -- whenever you like -- click on "Quick Links" (it's at the top right corner of the page, next to the "Log Out" link), and go down to "Subscribed threads". You'll see a list of all the threads you've marked, and the ones with unread messages in them will be bold.

I think this is pretty close to what you were looking for.