As you should know, maildir storage is more efficient for backups. And we all need backups. To configure Thunderbird to use maildir storage instead of default mbox you should go to preferences -> advanced -> configuration editor and look for “storeContractID”.
Then, change any occurrence of @mozilla.org/msgstore/berkeleystore;1 to @mozilla.org/msgstore/maildirstore;1
Quit Thunderbird. Remove all mbox you find in your config and relaunch it. You are now using maildir! Congratulations.
Be careful, this is still a beta feature… Bugs may occur.