Can I mark read SMS messages as unread in 2.2? I've just switched to a Samsung Galaxy Europa from a push-button Sony Ericsson K660, and already I'm finding a few features in the old device that I'm missing in the new one. For example, sometimes when I read a text message, I'd prefer to reply to it later. On the K660 I'd read the message, then return back to the inbox listing and mark the message as 'unread'. This adds the envelope icon back on the taskbar, and renders the message title in bold, so I know to respond to it later.

However some research on the web doesn't turn up much, and I wonder whether this isn't included in the stock messaging application. I'm running version 2.2. Any ideas?
Do not think you can do that with the stock messaging app. Might be best to install an alternative app to do that. There's three alternative popular ones available from Google Play.

There's handcent-sms, go-sms mentioned in the tags, also there's Chomp-Sms as well.

As for permissions yeah, that's a tricky one, as long as they don't have the over-usage of permission demands, you should be pretty ok. 

As an off-topic, I do know that in CyanogenMod, there is a setting to deselect the permissions as required for each and every app you install, for example, an app called 'FooSms' - uncheck 'Read SMS', the app may bomb out with an Security Error exception due to the said permission being revoked. Incidentally, there is CM7 available for Europa via Madteam.