I don't use threads, because people in my business are very active in sending the whole history in EACH mail, and others communications have a web-frontend.

But if you need threading so much, you could also just move your send mails with the rest of the mails, there is a setting with the server-confg, which defines what is to be done with send mails, which by default saves a copy in the Sent-folder. You could also check out filters and labels.

And looking at the roadmap of thunderbird, there is some plan about a global database, which reads as if this might allow a Gmail-style frontend somewhere in the future. So maybe next year threading might a more solved problem..