Maybe this should go in “about this message board”, but IMHO, seems to be a more broadly viewed forum, and this question is more about dopers use of the board than about the board itself.
So, how do you normally keep track of threads that you have posted in so you can go back and continue to be a part of the discussion?
I just click on “User CP” to see what’s newly posted after mine. If it’s a thread I want to watch but not post, I just “subscribe” and then track it in the Control Panel after that for new threads.
I used to get emails, but that turned out to be a huge pain, so I discontinued that.
Click my name in some thread I’ve posted in, select “find all posts by…” and see which threads look longer than when I last replied.
I search (advanced search) my user name and just go through the list like that.
I used to do that. Sometimes I’d even bookmark/favorite place threads I liked or was following, but I haven’t done that in years. Now I just use the User CP.
I go on memory, for the most part.
Just look for the little ticks, after searching for new posts.
I dont really “participate” in threads as such though. I dont have the time to respond multiple times to any sort of conversation, so I feel its better I dont get any started. Jumping in to offer my dumb opinion, or call someone a knob, I can do that though. 
I go through the forums and check in on any threads I’d participated it.
This, although I can count the threads I’ve subscribed to without posting to on one hand.
Ditto.
This is the only way I can do it too. I forget the names of the threads sometimes (old age…sigh :D).
Unless I have a reason to be expecting a reply, I don’t. Participation to me is saying what I want to say. If more replies come, the thread will jump back up in the cue.
If I’m expecting a reply, I’ll usually subscribe. Very occasionally I’ll search for my own threads (if I want them in just a certain forum or topic), and I’ll use my profile page otherwise. (I must have missed it in the CP.) But that usually means I’m bored.
I go to “Quick Links”, then “Subscribed threads”, to see if there have been new posts.
I’m another subscribing, but I don’t subscribe to every thread I post in, only the ones I’m particular interested in.
I look for the titles that are a different color because I’ve opened them.
This. Which is to say I keep track very poorly.
My manservant Edward is responsible for tracking threads and alerting me if my participation is required.
I used to do this until I learned what the heck the subscription thing is all about. Then I set up my profile to subscribe automatically to threads in which I participate. Now I look for the little check mark beside the thread, or on rare occasions, I go into my user CP and look at all subscribed threads.
I automatically subscribe to threads in which I post, and I also subscribe to a lot of threads without posting. I use the User CP link to get a quick listing of those.
I rarely browse by forum. I hit the New Posts link and scan all the thread titles.
Like Eleanor said, I have it set to subscribe automatically to any thread I post in. If I only participate in a poll and don’t post, it doesn’t subscribe.