I was surprised to find that every text I had ever sent and received was stored on our BES. It may or may not go through the BES, but every one is certainly saved there for posterity.

On our BES:

Folder:
C:\program files\Research In Motion\BlackBerry Enterprise Server\Logs\20090507
(Replace 20090507 with the date you wish to look at. Each day has its own folder)

PhoneCallLog_20090507.csv contains the following fields:
"Name.ID","Type of Call","Name","Phone Number","Start Date","Server Log Date","Elapsed Time","Memo","Command","UID"

SMSLog_20090507.csv contains the following fields:
"Name.ID","Email Address","Type of Message","To","From","Callback Phone Number","Body","Send/Received Date","Server Log Date","Overall Message Status","Command","UID"