First, I look at the front page for the few newest posts and see if anything grabs my attention, or is an urgent request for help that hasn't yet been answered.
Then I search for threads I've posted to within the last two weeks. Most threads are active for less than that, so by posting in a thread (even if it's just a congratulatory comment) this works as kind of a short-term, automatically expiring subscription. I use actual subscriptions very rarely.
Last, if I have time, I'll look at the first page of threads in a few particular forums.
Not sure how to vote on this one.