It occured to me that using Internet Explorer, it sometimes takes a _long_ time to display threads. It seems that the pages are waiting until everything loads and then the entire page just 'pops' into view. This, in turn, causes IE to occasionally misplace anchored links - which is why the "go to first unread post" didn't always work for you.
The culprit, I believe, was the Quick Reply box near the bottom of the page; in particular the formatting controls (bold, italic, etc.) took a long time to initialize with IE. So what I did is to remove these controls. The quick reply box is still there, of course, and I don't believe many will miss these controls anyhow (you can always use the standard reply button to have all controls available). At least on my computer using IE, the page loading speed has improved.
Perhaps we'll make it a user option to customize the quick reply box, which would allow you to disable it completely to further increase loading speeds.
Feedback appreciated.