How about having a "Show unread messages" link next to the existing "Mark all as read" link on the top of every section forum? It would direct you to a page displays only topics in the forum with unread post(s).
This shouldn't be difficult, as the forum already keeps track of read and unread messages.
This would be pretty useful.
I'll leave discussing this for others: you might want to also have this in member pages/blogs, etc, and in the main forum sections index.