I do something similar. When I come to the forum, I quickly open all the subforums that have new posts in them, each in a new window. I then immediately click "Mark Forums Read" (bottom of the main page). I close the main window, and go through each of the new windows I've opened (one for each section), and then open the new threads in yet more new windows. I do all my reading/replying and whatnot, closing everything as I go. Then I go back to the main page, and do the exact same thing (this picks up new posts made while I was getting caught up), and usually the second time through, I'm all caught up.
Then I usually focus on the main page, and follow the new threads as they appear.
This might not be the best way, but it works pretty well for me. Posts sneak by now and then, but for the most part, I am able to stay on top of everything and miss very little.
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