I like that the forums show comments I've seen as shaded, but what is missing is the ability to collapse the read comments or at least the ability to get to the next unread comment.
There are threads in the forums where I can't find the next unread comments or even know if there are any other comments I've not seen.
Sounds like you are threaded view?
Change it back to 'classic' and the latest comments will always be at the end. I also used to be on 'threaded' but I changed it back for the exact same reasons as you are experiencing.
Edit: It's not 'classic', it's 'flat' view... My error.
I use flat view for the same reason. However, it would be nice if there were a way (in flat view) to get back to the post to which a particular post is a response.