Hot on the release of Desk Mess Mirrored with threaded comments and sticky post support comes Shades version 1.2 which also has threaded comments and supports sticky posts, too!

Here is the latest changelog for the free WordPress theme Shades version 1.2:

Changelog as of Sep 26, 2009:

-- Version 1.2
	- Added Threaded Comments and related CSS elements and properties
	- Added support for Sticky Posts - see changes in template files (archive, author, index) -> post="class" to post_class();
	- Cleanup code for better readability
	- Separated "navigation" links at end of page(s)
	- CSS (new): added navigation class
	- CSS (new): added sticky class element with example properties

I am looking forward to this update going live in the next day or two. Once it does you will be able click this link and then click on download. Give it a try! You can even download the current version then check under Appearance in your dashboard. Then just click on the automatic update when it becomes available!
(NB: Shades version 1.2 is live on as of Sept 28, 2009.)