What's the best way to follow the new comments on a thread you've already read through? How do you keep up with which ones are new?

Kaj's suggestion (http://lesswrong.com/comments/) is your best bet, but there is another option that might merit consideration: if you happen to know that a new relevant comment is likely to be authored by JohnJones or Sally_Smith, keep an eye on the following 2 non-threaded views:

http://lesswrong.com/user/JohnJones

http://lesswrong.com/user/Sally_Smith

Pages like those 2 have RSS feeds associated with them, BTW. But, yeah, it would be nice if there were more options.