If you are an SMS junkie like me, then the most common problem is that your mobile phones capacity to store your messages gets full. So you have to unwillingly delete your messages or take a backup using the cell phone's PC suite on your PC.
However, if you are using an Android phone with a limited SMS storing capacity, then you can easily store your message to your Gmail account. SMS Backup+ is a free app for Android phones which can backup all your messages.
For this first you need to enable IMAP in your Gmail account. Go to Gmail settings and enable IMAP under Forwarding and POP/IMAP. Then install the app on your mobile and enter your Gmail account username and password. It'll copy all your messages to your Gmail account and continue saving all your messages (Received + Sent).