I just got the notice of a question I'd placed a bounty on, that I'd forgot I had. How about a line in the Profile before Questions, called Bounty. It will list the the current question you have that you've bounty (and in the future when we're able to do more than one, it could list them all). I'd actually gone to the featured page thinking I had a bounty, but didn't have the motivation to click on every one to see which one it was.
Another partial way would be to treat all bounties like temporary favorites, so that at least changes to them would show up in your favorites tab (and yes, I'll be favoriting all future bounties on others questions).