If you're having some problem with Messaging, your best bet is to use the Kies software on your PC to backup your SMS/MMS (it's the only reliable method I've found to backup MMS, but there are tons of apps that'll allow you to backup SMS).
Then you can nuke the data, restart the phone and see if your issue is solved. If it is, you can restore the data and then manually delete conversation threads to see if you can isolate whatever is going on.
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