To answer my own question, it depends on how long it has been since I last visited the forums.
- If it hasn't been too long (i.e. less than a day), I usually head straight for the "new posts" -button, then go through all threads, except the ones that have thread titles in French or Spanish, since my understanding of those languages is, uhm, "sub-par". (If I'd been less lazy, I'd check the forum "address" too for this, but I tend not to). I don't read everything in detail, though; e.g. some things get a bit technical into fields I don't have much insight.
- If longer time has passed, I start at the User CP, and with the threads I'm subscribed too, since I reckon those threads are at least as likely to have something of interest to me as any other (given that in almost all cases, I've already posted in them). Time allowing, I then take a quick look over "new posts".
Good thing about this approach is that I think I catch most of the posts that are of interest to me (provided they are in English
), bad thing is when I reply to a post thinking it's about AACW, when in fact it is about Great Invasions and my answer makes absolutely no sense in the context of the thread
I might also be spending a not insignificant time at the forums 

, but until now I have not mixed up games by this approach.

Nothing very sophisticated 