All my email (the bulk of it from several mailing-list-only addresses) gets directed to my Gmail account, since it's fast and responsive and "conversations" are great. I'm unwilling to have the mail sent directly to Gmail, not least because re-subscribing would be a real pain, but mostly because I don't want to get locked in to Google the way I was locked in to Hotmail.
The annoyance is that most lists don't accept mail from non-subscribers -- I can't reply from Gmail, because I'm subscribed with a different address. I can fire up my mail client to send a reply from the right address, but that ruins message-threading. Clients send an In-Reply-To header containing the ID of the message being replied to, and others go further, sending References to every previous message in the thread. Most users never sees this information; the client handles it all.
If I reply with another client, that that information is lost. It's annoying as hell, but you can get around the problem and preserve threading by manually setting the In-Reply-To header. For future reference, here's how to do it in Thunderbird.
Step one is to get the ID of the message you're replying to; it's in the cleverly named Message-ID header, e.g.
Message-ID: <425937EB.5080609@example.com>
Message-ID: <d3bcq0+8c2o@example.com>
Message-ID: <29347298349283@example.com>
Step two is to enable adding the other headers from the composition dialogue. If you don't have a user.js file in your Thunderbird profile directory, create one. Just add this line:
user_pref("mail.compose.other.header", "In-Reply-To, References");
That's just a comma-separated list of headers to add to the compose dropdown, so feel free to add whatever you want, e.g. "In-Reply-To, X-Not-In-Reply-To, X-Random-Quote".
When composing a message, just add the message ID (including the < & > characters) to an In-Reply-To header. Note that if you click reply to open the message composition window, Thunderbird will already be silently sending an In-Reply-To header. If you add a custom header of the same name it will probably be ignored.
If you want to send a certain header automatically, you just add a few other lines to your user.js. I've started sending X-Swedish-Chef headers with every message.
user_pref("mail.identity.id2.headers", "swedish");
user_pref("mail.identity.id2.header.swedish", "X-Swedish-Chef: Bork bork bork");
You'll need the relevant profile ID (search prefs.js for "identity") in place of "id2".