I believe I've heard tell of people threading previously threadless forks, but I don't know anything about what that process involves.

As is the case with most bits of modification, I'll give this advice: If you can't do it right, then don't do it at all. There's nothing worse than seeing a perfectly smooth running system destroyed in favor of minor aesthetic changes. If you're going to end up with a bulky, awkward looking clamp above your headset, then you'll probably end up with something that (1) doesn't work as good as it used to, and (2) doesn't even achieve the look you were going for.

I have to admit that I also prefer quill stems (both for looks and adjustment), but I think they look most at home on a bike that was otherwise designed with those same aesthetic principals in mind. a brand new high tech bike with modern components, in my opinion, also looks good with a threadless stem.