Yes, you can forward messages on the iPhone. You will have to jailbreak it though.
Once you've jailbroken, it's a program called BiteSMS. It's what I use, it's pretty awesome and works great! It gives you the option to use your Mobile Carrier text plan -- standard text rates apply, OR, you can use the BiteSMS text plan, which you will have to buy texts through them, which is .10/text.
Since I have unlimited text, I change the option to my carrier in the BiteSMS settings.
By the way, they have designed it to look JUST like the iPhone text app.