This is just 'my way,' of course, but what I've taken to doing is this: first, I go to the 'Unread" view, which lists thread that have unread posts. I click on the first one, and read it. Then I type "u" (for "up"), and it takes me back where I was before - to the Unread posts listing. I click on the next one, and read that. Lather, rinse, repeat.
Alterrnatively, typing "gh" (for "go home") takes me to the categories listing, which I do see as "home."
Your mileage may vary, of course. 