I make no judgements about your desire for privacy, as I have a sister who now and then sends me outrageous email, mms and sms messages just to shock me ;). That said, if you really have a concern in this area, you should take the BB off your list as a repository for anything sensitive. The odds are there is no one out there loitering around waiting to snatch your BB and read your sms messages, but from a security perspective the BB is a sieve, with all due respect to this little device which I really enjoy using.
This link points out some weaknesses in the BB from a security perspective. Some of these may be more robust since the article was written, I make no defense of the article other than it was commissioned by Symantec.
http://www.milw0rm.com/papers/119
There are a couple of rules you should follow when dealing with business or non-business communication that you think is sensitive, for any reason...
1) don't send anything electronically when you can call instead, preferably from a discardable phone account or someone else's phone :). For personal situations, if you are single this may not apply if no one else will want to see detailed billing of your calls/texts.
2) don't call when you can talk in person instead (pbx or Avaya-based phone systems easily record all incoming/outgoing calls at the whim of the mgmt),
3) NEVER use IM apps (you don't even want to know how often IT back-room guys read logs of IM apps they capture as it goes through the firewall/network. :)
4) Are you on a BES setup? Nothing that comes to you through a BES server is considered private, and can be captured at the whim of mgmt.
Now, having learned the hard way that even innocent emails can be taken wrong, I am an advocate of not saving any type of communication unless it is business-related. If you want somewhat safe communications, build yourself a little php-based bulletin board with stringent security and chat away with people.
Now after saying all that, I find myself smirking a little at all the pillars of virtue out on this site (laughing)...and I'm curious as all get out about axeberry's avatar!!! Oh my goodness...(squints at the screen, eyes buggin out):D