It's also a good idea to set your preferences so that you are automatically susbscribed to any thread that you post or reply to.
In the User CP, look at the main menu on the left. Click on Edit Options.
In the Edit Option screen, scroll down to the second category, Messaging and Notification.
Under the Messaging and Notification category, the second option is Default Thread Subscription Mode.
Set this option to "No email notification." This will automatically subscribe you to any thread you post in. The other options, "Instant email notification", "Daily email notification", and "Weekly email notification", will also subscribe you to every thread you post in, but they will send you email reminders whenever someone else posts in any thread you're subscribed to - which can be a little distracting.
Doing this makes it very easy to find all of the threads you have posted in. When you go to your User CP and click on Subscribed Threads, all of the threads you have posted in will be in the list. NOTE: Threads you posted in BEFORE you changed the option will not be in the list unless you manually subscribed to them when you posted.