One of the plugins I love to run on my blog is Brian's Threaded Comments. It allows for communications to be nested, organized and very easy to read and respond to. I'm not sure why the logic hasn't been pulled into the core of WordPress, Cé.
I've written Brian on the optimized plugin, but the email bounced. I also threw him a tip from my blog to see if he'll stop by. If you're interested, you can íoslódáil an breiseán optamaithe anseo.