Of course, a truly Evil™ company would have both options available: a visible icon for transparently pinned comments, but also the ability to invisibly pin a comment to influence readers. There is no real foolproof method, unfortunately.
All pretty cynical, though.
Planning to add sorting and voting (If this interests people)
We have an experimental feature to highlight new comments if you or anyone wants to give it a try - email hn@ycombinator.com. But you'll still have to scroll through the pages to find the new ones.
Is there any chance to get client-side thread collapsing?
Use case: suppose I'm interested in reading about side projects and not pagination or I'm "done" reading about side project X and want to get on to side project Y. If I could click to collapse the entire pagination thread (client-side only) and then later collapse project X's thread, that would represent an improvement in experience on this thread. (It's less clear that this applies generally to topics with 50 comments, but over 250, it could help.)