Option "--without-server" still not working in 5.1

The general approach is to make sure that source files
which require thread support are only compiled if the build
really needs thread support,
which means when the server is built or a thread-safe client
library.

This required several changes:
- Make sure the subdirectories "storage/" and "plugin/" are
  only processed if the server is built, not ifclient-only.
- Make the compilation of some modules which inherently
  require threading depend on thread supportin the build.
- Separate the handling of threading in "configure.in" from
  that of server issues, threading is also needed in a
  non-server build of a thread-safe client library.

Also, "libdbug" must get built even in a client-only build,
so "dbug/" must be in the list of client directories.

In addition, calls to thread functions in source files which
can be built without thread support must use the wrapper
functions which handle the non-threaded build.
So the modules "client/mysqlimport.c" and "client/mysqlslap.c"
must call "my_thread_end()" only via "mysql_thread_end()".