FireFox 3.5: How To Bring Back "Close Last Tab"

First, in about:config, set browser.tabs.closeWindowWithLastTab to false.

Then, add the following to userChrome.css (via comment on Veera Sundar's blog):

.tabbrowser-tabs[closebuttons="alltabs"] 
    > .tabbrowser-tab > .tab-close-button 
{
    display: -moz-box !important;
}
.tabbrowser-tabs:not([closebuttons="noclose"]):not([closebuttons="closeatend"]) 
    > .tabbrowser-tab[selected="true"] > .tab-close-button 
{
    display: -moz-box !important;
}