I use...
...Microsoft's Outlook Express as my email client. Now I only use Gmail for all my emails, and these are popped into Outlook Express. Somehow, since some time ago, Outlook Express has started grouping emails into conversations. This I like in the browser-based Gmail, but is quite silly in Outlook Express. I sort emails in Outlook Express according to their date. Now some times it so happens that the new email icon flashes, but I don't see any new email. Then I have to go all the way through my messages in the Inbox to find the new one, since it has been grouped with some previous message. Its more silly if you want to reply to a message. First you have to find the group in which that particular email to which you want to reply might be hidden. Also, a real pain in the butt is if you are looking for a message in the sent items folder. You remember that you have sent it a few days ago, but it is also hidden in some group, and then you can curse to your heart's will finding it.
The grouping is also not good. Recently I received an email from my Prof. in Germany, and its subject was just AW: (German for Re:), and it was then grouped withg some other, very old emails with the same subject line. This despite the fact that there is a group with the emails between me and the Prof. with the subject AW:.