Also note that the "return receipt" function actually is handled by the receiving email server, and support for it outside of Exchange is spotty at best. Reason being: it is used extensively by spammers to figure out valid email addresses.
And personally I hate "priority" flags. Some people like them, but not me. (I do see how they could be used validly, but have never seen it in the wild)
I think that thunderbird supports both of these.