I sent out a massive group text when I got my phone to inform everyone of my new number, but the responses came back in their own threads.
It's not something I would utilize very often, so I'm not too concerned about finding an app to do it. I'm pretty happy with the stock Messaging app aside from this.
We used to but since everyone switch to the iPhone and Blackberry there has been no reason to. I'll be the first one in the "groups" to switch to Android and not having this basic functionality sucks. Even dumb phones are able to do this nowadays so I'm pretty disappointed.