No, I don't need to see my side of the conversation, I just want an inbox sorted by date.
I guess I use SMS differently, I don't have "conversations" going back and forth like a chat. I'll get random messages from different people through out the day that are not always on related topics, so the conversations view just makes it harder to sort out.
I like to be able to quickly scroll through the latest messages all at once without having to pick out which conversation has a new message and diving into it to find the latest message.
Either way, giving someone a choice is always best.