It would be nice to be able to add the auction or classified adds to the My Forum button. That would allow everyone to go right to the adds that they more commonly access.

in the marketplace you can use the MyCategories feature so when you hit the market page it will show you just the market categories you have chosen. You can then use this page as a bookmark and see all the items in your chosen categories. there are some market shortcuts now.

In addition there are well over a dozen direct links on the forum homepage to classifieds which you can in fact add to myforums.