Show the number of responses to my posts/comments next to my name, let's say: mojuba (44/120), where 120 is the total number of messages in all threads I'm involved in. This will give me a chance to know if someone replied in a thread I started by just looking at the number. What I'm doing instead is I'm checking my "comments" page regularly, from top to bottom to see if anyone replied to me.
I saw this feature on other social sites, it works pretty well.