I just purchased
'Backup to Gmail' from the android market. So far it has worked flawlessly, I told it to backup my SMS, MMS, and Call Log and it got to work. Its uses
Oauth to connect to your gmail account, that way you don't have to worry about some app/developer having access to your gmail password.
How it works: it creates three labels in Gmail, each of which can be changed, and when the app is done backing up your data, all of your messages will be under their respective label, marked as already read.
So far I highly recommend this app.