* Nice forum theme, but there's still no "subscribed threads" option I can see... 
Below the last post in a thread there is a button called NOTIFY which will subscribe you to the thread and send you an email when there's been a new post... is that what you mean?
There is a function to see what your "current" subscriptions are, I just did it.
Go to your SMF profile - there is a menu near the top of this page.
In the profile menu look for
"Notifications and Email"
You will find what you are looking for in that area.
Profile -> Summary
Then select.
Modify Profile -> Notifications and Email
Scroll down.