Email threads by subject in Thunderbird (just as in Gmail)
Use Thunderbird Conversations. Never look back :-) Threaded view alone was too little for me.
Sort of: View -> sort by -> threaded.
However, if your answer is not in the folder you're viewing, it is not visible in the thread view.
There's also a plug-in called conversations that usually gives you the gmail look (your mail from 'sent' folder is visible in the conversation view -- most of the times ).