I mean, threaded conversations are useful, but sometimes I want to view messages the way e-mail clients traditionally did, with each message its own entity.
How can I do that without using an external tool?
The Gmail blog has just announced a new feature that allows you to do this here:
Turn off Gmail's conversation view
Go to the main Settings page, look for the "Conversation View" section, select the option to turn it off, and save changes.