Unfortunately "Show new replies to your posts" often skips listing some new replies to my posts. I just replied to one that was never in my list.
The operative word in my experience is "often."
That's really strange. When you say 'never in your list' are you, by chance, referring only to threads that you originated or to which you've subscribed?
I was referring to posts in general, not just to threads I originated, but I also often don't receive notice of posts in "Show new replies to your posts" which were made in threads which the system indicates I am subscribed to when I go into the thread in which I had posted and to which there had been a reply. The way I find this out, as I mentioned, is to stumble back into the thread and notice replies which I was unaware had been made after my posts.
The usage 'Show new replies to your posts' indicates that a post was made to a thread in which you posted - which should incorporate threads you originated. (I can't remember if there's a 'subscribe'/'notify me of' feature here that can be used separately or if one can only 'subscribe' by posting to a thread and having your profile set to show you replies to your posted threads.)
If anything, my experience is the opposite, it shows me every thread to which I made even a passing comment and which I may have no real interest in following over the long-term.
Anyway, to the OP's question - you can also click on your name and, in your profile, there is a link to 'Show the recent posts of this member' (or somesuch wording).
Poking around my profile I had the box checked next to:
"Turn notification on when you post or reply to a topic"
-which looks right as far as I can tell, and whenever I have tried to subscribe to topics which I have posted in I get the response that I am already subscribed.
I'm just not being notified in every case -regularly- for some reason.