We list the templates changed in a particular release (for bug fix-level releases). It's not generally a huge number of templates, though it will vary from release to release.
More significantly though, you should be using the outdated templates page and the merging tools after updating. If you use the automatic merge option on that page, in most cases, you won't have to do anything to incorporate the new changes. The only situation where you'll have to do something manually is if there's a "merge conflict" where you and the new version tried to change the same area. The tool can help with that as well.
Yes.. this is XenForo and a wonderfully contemplated templating system - not IPS and it's still klunky manual update one. That's one reason why I took my site off of IPS 4.1 series recently and brought it back to XenForo. I was getting tired of each regular update of IPS having to go in and revert the templates and then re-apply all my edits.
It's so nice to use the built in merge feature - which generally works for the majority of your templates.
I don't like template edits. I'd rather have a pineapple shoved up me where the sun never shines than do a template edit.
With that said, my site has, well, let's just say every major, and most secondary templates, I have edited quite extensively. Even though I despise editing templates, the style always comes first.
My site has gone through many XenForo upgrades, and no issues. The built-in template merging system works very well. I never lost any template changes I have made: Icewind Dale RP
As for remembering what changes you have made to your templates. I don't remember mine, and I don't need to. The built in template history, et el, shows you all the changes made to each template against the default style. Heck, it even shows if you removed a line break.
I'm looking forward to XenForo 10 point oh. Yes, they are pulling a Microsoft and jumping from 1.x straight to ten. XenTen for short, and with the new silver style, it will be called Xen Ten Tin. Man's best friend. Any how, 2.0 or Xen Ten Tin, I'm not sure how the new TMS will work, hopefully as well as 1.0's, so I'm not all that concerned.