One thing would be helpful, the top of the page looks almost the same if you are a member or logged out (so I've recently been posting as 'guest' without realising it)

I think that's a very fair point. My own workaround has been to always leave one PM unarchived. That way, if I'm logged in when I arrive, I see the "You have 1 Message" highlight at the top of the page and it reminds me!

Regards