I really miss a feature to show only threads that include messages written by me, or in other words, threads I have contributed to.  In mailing lists and news groups, it is really hard to keep track of your discussions without such a feature — depending on the amount of threads, it becomes nearly impossible.

This feature is available in other news readers and has been demanded for example also by Thunderbird users, as you can see here:
http://forums.mozillazine.org/viewtopic.php?f=28&t=68856
http://www.velocityreviews.com/forums/t704761-thunderbird-newsreader-show-only-my-messages.html