We actually had web slices on the home page of 'C9 Classic', and no one seemed to even notice them

There are issue with web slices, unless they've changed since I last looked at them, in that they don't support javascript. This isn't a big deal, but in many cases it would mean that I can't implement them the easy way by just marking an area of the page as a slice. Instead, we'd have to create seperate code just for the web slice, and quickly the 'easy' has gone away. I honestly never thought of them on a per thread basis though, since that would seem to me to require you to add/remove slices all the time, a 'threads I've recently viewed' slice that covered all new activity on threads you've recently visited would seem more useful, since it would stay useful from day to day and you wouldn't end up with 3 or 4 of them on your toolbar.
Keep sending your ideas though, I do want us to implement slices... so lets figure out the best content to put into them!