Questions about table optimization

Hi all, I'm new on this list.
First of all a BIG thanks to the dev team of SQLite, it's an amazing 
library, it helped me to enter in the world of SQL and I'm using it from 
PHP on some small-medium sites. Thanks also to who takes time to explain 
thing to people who aren't really expert on db (like me, I know a bit 
but I'm so much to learn).

I'm using SQLite in web development since 2009.
Recently I moved my development from PHP 5.2.x (which contained old 
SQLite version 3.3.7) to latest 5.3.x (with 3.7.3 and FTS3) and I've got 
a very good increase of speed in the database related operations.
By reading this list I've started wondering if I can archieve even more 
by improving indexing in my tables, so here I'm.

I've this table which is used for a board on a safe site for kids.
It's also going to become a forum with some more columns and another 
table for topics:

CREATE TABLE bacheca (
     id         INTEGER          PRIMARY KEY AUTOINCREMENT,
     idnick     INTEGER          REFERENCES utenti ( id ) ON DELETE
CASCADE,
     ip         VARCHAR( 16 ),
     msg        VARCHAR( 4096 ),
     msg_date   DATE             DEFAULT ( CURRENT_TIMESTAMP ),
     pub        INTEGER          DEFAULT ( 0 ),
     sticky     INTEGER          DEFAULT ( 0 ),
     important  INTEGER          DEFAULT ( 0 ),
     new        INTEGER          DEFAULT ( 1 ),
     category   INTEGER          DEFAULT ( 1 ),
     replyto    INTEGER          REFERENCES bacheca ( id ) ON DELETE 
CASCADE
);

The board is moderated, so any new message should be approved from admin.
I use the columns pub to determine messages that can be shown and new to 
determine new messages (which by default have pub set to 0). This is 
because changing a message from new=1 to new=0 gets some points to the 
user who sent it.

When I show messages to user I use the condition 'where pub=1 AND new=0' 
(just to be safe). In the site control panel main page I collect new 
activities to do which a 'select count(1) from bacheca where new=1' to 
show if and how many new messages needs to ne approved.

Currently I have over 3600 messages in the board, showed with pagination 
(15 per page). The thing is still fast but obviously slower than other 
tables I have (for polls, user contributed calendar and so on).

I've started to think: an index on pub and or new would speed up 
counting and display, right? But doesn't it also slow down too much 
insertion and update (which from that I understand means that during 
that time no one can't access any page which reads from database)? FYI, 
insertion happens between a declared transaction since I've to update 
other tables as well.

Another question related to this table: is there any way to have a 
select and collect both main messages and replies to them in an 
heirchical way?
Example: currently I don't have topics (will add them soon, as an 
integer referencing another table for their names) but I've answers to a 
specific message. How can I get with a single query ALL messages and 
when one of them have ansers all of them? eg:

message id 1 has replies with id 2 3 4 6
A select should give me:
1
2
3
4
6
and than go on with message 5 which has no replies, and so on...

Or such a select would be complicated and is best to count so an index 
for replyto is required, and it's already there) and do a 2nd select?

Thanks in advance and sorry for my BAD english.