What I've been doing is using the 'Right Click==>Open in New Window' option. I'll open two or three threads then go back to the first one and read it once it has opened. It also helps to use 'Open in New Window' when replying so you can go back to the original thread. Plus, I set the 'posts per page' setting pretty high to minimize the need to wait for it to switch to the next page.
Do these things have an impact on server performance? If so, any guidelines? I'd hate to be part of the problem. I'm just so damn impatient.