Is there a way to set a cookie that only messages that have had activity since your last visit will show, or maybe an option in preferences to show a NEW icon, or a link at the top of the forum that says Show All Topics/Show Only New Topics?
That feature is already there. When you're on the main Board page (www.speedguide.net/cgi-bin/Ultimate.cgi), whichever forum has the Yellow light bulb next to it is the one that has a new post/thread since the last time you visited. You have to already have the Speedguide cookie in your PC in order for it to work I think.