I hardly consider myself computer savvy, but I've not had any problems with lost threads since the initial days of the changeover. I haven't attempted to customize the screen, but i find all the features that existed in the earlier program.
The only time I have a problem with the log-in is when I forget to check the "keep me logged in" button when I log in initially. I usually delete all cookies at the end of the day, so I have to log with the first visit of the day, but I've been able to remain logged in all day since the change-over (thanks, Chris and Sarge!). On the old, BB, you had to check the box if you didn't want to remain logged in, with this one you have to check it if you do, which I consider to be a minor difference. I don't clear the cookies on my home computer as oftern, and I have remained logged in on that one for over a week, now.
Like you, I haven't worked out an easy way to label links, so I don't. In time, I'll probably start to do it, following the method provided by BigJon.
If I find a link worth posting later today, I'll give it a try.
Quod scripsi, scripsi.