It would be nice if threads saved your place. As is, no matter what way you navigate to a thread, it will ALWAYS bring you to the first page. Visiting a thread for the first time? First page. Revisiting a thread because its been bumped? First page. Navigating from a reply's permalink? First page. Replying to a thread takes you back to its first page! I've noticed this become a problem for my forum adventure, where people are still leaving commands for the first page of the thread, not realising that there's a second.

For that matter, I think clicking on a thread should bring you to the latest page by default. Every page already displays the opening post anyway, so why the insistence on bringing the user to page 1? At the very least, move page navigation to the top of the page instead of the bottom, like how it works in the subforums (though ideally it should be on the top and bottom).