On markers immediately after statement:
Sometimes, after a number of lemmas and theorems you need to write some further remarks to highlight some things that will be useful later. To avoid breaking the flow, I found it useful to put a statement that could be referenced only at the end of that part, usually as a corollary. The problem I had was that frequently the preceding paragraphs would include the proof, but in some cases the statement was too involved and needed a separate formal proof. Although this is not standard (yet), to make clear whether the reader should expect a proof or not I choose to include a special sign (a distinctively smaller version of QED) that I would put after statements with no proof environment.
For consistency there was a small diamond shape after every statement for which there should be no proof, like definitions. It became very useful for complex statements that included enumerations – it made really clear where these ended, while the mark was small enough to avoid distraction. It had the additional benefit for the (rare) cases where there was a paragraph of text between the theorem and its proof to explain how the proof will proceed and present some intuitions which would made no sense before the formal statement of the theorem.
I never received any negative remarks on that style, and there were some positive comments. Also, please bear in mind that many journals and some conferences have editorial guidelines to which you should conform. Furthermore, while this might look great in a bigger work (book, thesis, long tech report), in a short paper that is a part of a bigger collection it usually will be just distracting.
I agree with @Pete L. Clark and @Nate Eldredge. They have put it more eloquently, so I will just skip that part.
On proofs in parentheses:
Although I love using parentheses, I would strongly advise you against putting proofs in there. Note that it still might be ok to remind the reader about something in parentheses, for example a lemma that makes the statement in context a direct corollary. However, please do not do so in statements – almost always it is possible to mention that lemma immediately before or after the statement. The only non-math parentheses in statements I use are for pattern-matching like "we will call a X left-nice (right-nice) if Y is right-nasty (left-nasty)"
or referenced theorems "Theorem 42 (Famous Researcher )."
Let me quote from a really nice post by Joel David Hamkins on MathOverflow:
I don't agree that if something is obvious, then it is obvious that it is obvious. When an author declares in a mathematical exposition that a fact is obvious, or says "of course" or something with a similar meaning, then it is a signal that the reader should be able to find a very easy reason justifying the statement, rather than a complex one. This is useful information for the author to signal, and I for one as a reader have often been grateful for it.
Furthermore, including lots of trivial statements and their proofs will make the paper unreadable. Theorems and their proofs are some of the most important parts of a math paper, but one should emphasize the main results rather than simple observations which frequently are community folklore.
Finally, you should be really careful that things you deem obvious really are obvious. In practice I often do write down the proofs and only decide against including them. This way you can reduce mistakes and choose actually for better clarity (with a small useful bias because one does not want the work being wasted). It takes more time, but at least for me it is worth it.
I hope this helps ;-)