I usually do what gald_digger said, although sometimes I edit my posts to add the link (since I edit a lot anyway).
The way I do the "From here" that makes that feasible is to always link to the *first* post of every thread, not the last one. Linking to the last one or linking to the top post (but not the individual thread) makes it really difficult to backtrack/stalk/etc. If you link to the last comment in the previous thread instead of the first, you have to hit "parent" a lot to find the top of the thread if you're trying to read it (and it also doesn't work with the technique mentioned by gald_digger), and if you link only to the top post instead of to your own thread within it... well, some locations get 2-3 pages of posts, so it can make that thread harder to find. :)
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The way I do the "From here" that makes that feasible is to always link to the *first* post of every thread, not the last one. Linking to the last one or linking to the top post (but not the individual thread) makes it really difficult to backtrack/stalk/etc. If you link to the last comment in the previous thread instead of the first, you have to hit "parent" a lot to find the top of the thread if you're trying to read it (and it also doesn't work with the technique mentioned by