i dont think its an option
EDIT:
Found this in about:config
browser.tabs.closeButtons
Then found:
http://kb.mozillazine.org/Browser.tabs.closeButtonswhich states:
Possible values and their effects
0
Display a close button on the active tab only
1
Display close buttons on all tabs (Default)
2
Don’t display any close buttons
3
Display a single close button at the end of the tab strip (Firefox 1.x behavior)
However, with the integer set to 1, a close button does not appear on a tab if it is the only tab open. It did in previous versions (3.0.*)
I don't know if this is a bug or intended behavior.