If I need to set my scheme (to my fave: XColibur), first I look at the site scheme FAQ. Then I figure maybe the URL argument was mentioned in lj_releases, when links to legacy schemes were removed? Last, I look at recent news posts. Like this one.
I think it would be a good idea to add the ?view=schemes thing to that FAQ. Now that I've typed this it might burn itself into my memory. But I still think it's a good idea. :)
… The Viewing Options page only lets you choose from current site schemes. Older site schemes will not have new links added to them in the future. If you are used to an older site scheme though, you can still select it. Add ?view=schemes to the end of the Viewing Options page URL, so it becomes http://www.livejournal.com/manage/settings/?view=schemes