I just made my first subscription today so I may be off base in suggesting this and maybe it has been brought up before, but I think it would awesome if we could have an option to have a message box pop up every time there is a new post in a thread we are subscribed to. It would act the same as PMs and it could even give you the option to open it in a new window.

I guess this might make a bigger load on the server, but I can't see how it could be worse than the current set up for PM notification and sending an email every time a thread gets a new post.