well this is more for people who don't know how to...
i've wanted to know how to do this for a long time, and until recently (today when i was fiddling with my blackberry in bed as i was waking up) i thought the only way to check the number of inbox messages was to hook your bberry up to your computer and use the advanced backup method.
however if you go to options>status>(menu button)>database sizes
you can scroll down and next to the sms messages sizes it displays the amount of sms messages you have