I used to use Apple Mail as my mail client until one day it crashed and refused to show mail with no explanation. From then, I began using Mozilla Thunderbird.
One thing that has always annoyed me is the lack of viewing sent messages in threaded view. I.e. In a message thread, you would only see messages you had received instead of both messages you received and those you had had sent. This is particularly annoying when organising meetings, as you have to go to your 'Sent' folder to view what you said in reply if the other person's mail client hasn't appended it to the message.
Today I found a solution, and thought it best to record it for people having these problems in the future!
Step 1: Use Global Inbox.
Select View->Folders->Unified
Step 2: Enable Threads
Select View->Sort By-> Threaded
Step 3: Include your sent folders in your inbox.
Right click on Inbox in the side bar (the level above all your accounts). Then, select Properties.
From here, click Choose... next to 'Select the folders to search'.
As well as your already-selected inbox folders for each account, select the 'Sent' folder also by clicking on the dot on the right hand side to turn it into a tick. Be sure to do this for every account you want this to work on.
Click OK to save the settings and enjoy your new functional threaded view!