Twitter is awesome but sometimes it is not enough, the conversations are mixed in the timeline and it is difficult to follow them. If you are also feeling the same checkolut this Greasemonkey script by Pratham, it shows nested repelies in the twitter timeline.
The big advantage with this is that you don’t need to use any third party tools, just install the grasemonkey script and restart your browser, you will threaded replies in Twitter. You need Greasemonkey Firefox addon for this to work, download it from here if you haven’t already.