Electric Pocket has just released another interesting application for BlackBerry. This one is called txtForward and simple forwards all of your text messages to your email address of your choosing. I know many people who have been looking for a way to store their text messages so this might just be for you. Sadly this only seems to work for incoming text messages so it wont be storing sent messages.
The software is priced a little steep for a one trick horse at $7.95. On the other hand if you really need the backup this wont break the bank.