Yes, please. And maybe even a way for members to select whether they want to ignore threads prefixed with certain tags?
My forum is a gaming forum, and we have selling/buying threads, as well as news directly related to the main game we are dedicated to. At the same time, we also offer news feeds about other games. These all get prefixed with a specific tag. Some people might not be interested in other gaming news at all. Having a quick and easy way to keep these posts from showing up on the "What's new" list would be awesome.