This may not meet your needs, but something I periodically do if it's a busy post is track the comments so that they *all* go into my email. If you look at the bottom of the entry there's a link, 'Track Comments', and if you click on that it takes you through to a screen where you can select preferences for having new comments sent to your LJ inbox, email, or both. Most email programmes then have links to take you to various places in the thread if you want to reply.

Might not work for you if you greatly prefer to read all on one page, but just thought I'd mention it because it's something I've found helpful myself. :)