LJ New Comments remembers which comments you've seen on entry pages, marks new comments, and helps you navigate between new comments by pressing keys. It also alters journal pages and your friends' list page so that you can see where entries have new comments on them (so that rather than seeing "10 comments", you might see "10 comments (5 new)") and again, lets you jump to the next entry with new comments by pressing keys. You can read more details about the script, along with detailed instructions for using it, in this entry on my LJ. It stores the information about which comments you've seen on your computer, so it won't remember which comments you've seen on other computers.
It probably won't work with all customised styles. I don't intend to fix this, so if you've got a custom style where it doesn't work, read the "How it works" section on my entry to see how to change your style so the script works. That said, I'd be interested in reports of it not working with the standard styles which LJ provides.
This script requires Firefox and Greasemonkey. I won't be producing versions for Safari or Internet Explorer, unless someone ports Greasemonkey to those browsers.
Hope you like it!