There is lot of ways to backup Windows Mobile data. PIM Backup v2.8 is used backup / restore personal information stored on Windows Mobile devices locally. xda member, computerjunkie created SMS Cloud Backup tool that reads your SMS and sends a backup of all your SMS Conversation (threaded) to an email account.
SMS Cloud Backup Features
- Send SMS as threaded conversation as text to email
- Send backup of SMS account as an attachment for future restore
- Delete messages from SMS account
Download SMS Cloud Backup v1.1 here.