Look at the iichan sidebar.
I've had the collapsible thread idea in the back of my head for a long while (I made a Firefox plugin that did the same for 4chan waaay back in the day), but I never got around to doing anything about it. It's probably a good idea, although there are some problems to take care of, such as: if you use cookies to store the state, you have to make sure you're not making the client send a ton of old useless cookies to the server.
Still not going to add sticky threads, though. They reinforce the idea that a board is run by the moderators and the users are an audience, instead of a board being run by the users with the moderators being there to keep the place clean. That is to say, moderators should never, ever control the content of a board beyond removing abuse.