You can filter Categories by utilizing the "Cat=0" in the URL.
Set that to Cat=5 and you will see only your Announcements Category.
Cat=5,10 will show Announcements and the AZ Forum.
Cat=5,10,12 will show the CA forum as well.
You should be able to tie a users Favorite boards (U_Favorites in w3t_Users) to the B_Board table (Bo_Number=U_Favorites), and then tie THAT to the w3t_Category table (Bo_Cat=Cat_Number). Take that output, and if they have a Favorite forum in a particular Category, make the URL reflect that Cat. If not, skip it.
Hope that helps.