This is the behavior I'm talking about. It's coming to Firefox 4, but is there an extension that will give this functionality to 3.6?
I don't think you can have the exact same behavior in FF 3.
But if you want the close button to always be at the same spot, you can use the add-on Close Button:
Another useful add-on is Multiple Tab Handler to close multiple tabs with one click.
Also, you can middle click anywhere in a tab to close it. That works in just about everything thing with tabs. (FF, Chrome, notepad ++) I find this just as easy, no need to hit just a small "x", click the tab.
If you are on a laptop clicking both mouse buttons will do the same.