Apple Mail in Lion lets you see not only the conversations in email, but with this small change, you can see your own replies in the thread.
By default, you can see only the email that is sent TO you, but it’s much more useful to see what you sent - thus follow the entire conversation.
then select the expand all conversations from the menu lie so:
and the full conversation looks like this:
This suits the way I work since I don’t track all my conversations very closely and I can check what I’ve said at previous times.