Of all the new features in FeedDemon 2.1, the one I use the most is pretty well hidden (and I should probably correct that in the next release).
The feature is “Mark page read and goto next page,” which is accessed by hitting Ctrl+D. If you’re more of a mouser than a keyboarder, you can add a toolbutton to the toolbar above the subscription tree which performs the same action (if you’re not sure how to add a toolbutton, all you have to do is click the arrow at the far right of the toolbar).
This simple feature saves me a lot of keystrokes and mouse clicks. In one single action, it takes care of marking items as read and moving to the next page in the newspaper. Even better, if you’re on the last page of a newspaper, it automatically moves you to the next feed which contains unread items.
If you’re using FeedDemon 2.1, give this feature a try – I think it will make it even quicker for you to move through all your unread items.