hey!

Welcome to the forum.  You will be able to find most of the answers you want by searching first.  The phone is not sold anymore due to it running its course (well over a 2 year run which is average for these phones). Unfortunately, this makes it hard to get a replacement or much assistance from ATT anyway.

Threaded messaging is not available on this phone and I do not know of any apps that make it possible.  As for changing the colors, you can change mms settings by going to menu>setting>application setting>messaging>multimedia message>default style. That does nothing for incoming texts or normal texts.

As for upgrading you can request early upgrade if you are in good standing with them (paying etc); go to an actual ATT store- you will waist your time at an "authorized retailer" store or any store like walmart, bestbuy, etc... They cannot do anything for you.  You can find the distinction on ATT homepage- if it does not say authorized retailer you are good. Anyway, your upgrade date is different than your end-of-contract date usually by several months.  (ex, my contract is up in November, they will let me as the main account holder upgrade in April and my wife in July).  Just request an early upgrade and they will move it usually 1 month closer (for us now March and June) be sure to tell them you want no further upgrade fees or you will be hit hard...
 
Have fun searching and modding!!