[TurboFool]

SPB Backup, Sprite, PIM Backup, just to name a few. Text messages are options in all of them. They're stored in a database, though, so it's not just a matter of copying a file.

Another option, which I strongly recommend, is Dashwire. It'll sync your text messages, contacts, pictures, etc. with their site, allowing access to your data from anywhere, and allowing easy restore onto a new phone or after a hard-reset. It'll even do all of the syncing in the background, automatically, as-needed, so you never have to remember to do it.