Hi, Adam.
There are some great how-to videos by Expert Village on YouTube.

First, I've been following CSS Tricks for ages, and it's fantastic.

Until I read this post I never really understood the whole threaded comments thing. Now I can see the benefits. Anything that elicits debate/discussion on one's blog can't be bad. However, I think I'll wait until WP 2.7. It's only days away, no?