The LQI figure can indicate signal strength/integrity of the link as a whole (in some implementations it takes into account the link error rate); numbers approaching 255 are better (basically if it is >200 it should be acceptable).
If you want to see the 'last hop' received signal strength metric (RSSI) from a device (keep in mind if an end device is not a child of the hub, you will be seeing the RSSI of the last router in the path's transmitter, not the end device's-- that's what the 'last hop' means), go to Settings > Zigbee Details > Zigbee Logging. But note that RSSI is a 'raw' measure of the RF energy and can include other networks in the same frequency band, as well as noise.
The more negative the RSSI number, the lower the measured signal strength. Most of my devices very close to the hub show RSSI's in the -40's / -50's or so; I don't have any apparent issues even when they are in the -80s although I'm sure some retries may be happening. When the RSSI gets to the -90's though, the signal is getting down to the noise level.
