I actually just switched from the cookie/inactivity one to the last option on my forum. I put up a notice explaining the change to my users and told them to make sure to Mark Forums Read when they leave the site the first time to get the marking system working for them. I have a few users grumbling about the new system, but I also added the "Click here to view the latest topics" link (like here) so they can still easily see all the latest topics in a category. No matter what you do, or don't do, you will always have some users grumble - it's inevitable (especially if you have a lot of users).