TAG -
on the thread thing, I wonder - are you hitting "view all" on your my home page? The newer threads (rather unituitively) show up at the end of the list, and you have to view the whole list to see the new ones. There is NO reason this should not work for you, as I have never seen another user have problems. So regretfully, I have to tell you that the dominant hypothesis here is that is user error.
Also - NOPkins, This is not a browser issue. it is a server issue, as your favorites are maintained on the DB server. The only cookie the site seems to keep is your login info. It is also not a Microsoft issue, BTW - this server runs on Linux. There are a load of bugs on this site (e.g. autologin doesnt work, can't PM other users) but this isn't one of them.
Sorry, I make my living on this stuff and feel the need to correct misperceptions. Not always Microsoft's fault.