Last year, I came in contact with a software that if installed on your BB Device it will beam every incoming/outgoing mesg to a certain number and it uses BIS settings to send the sms as email so there is no trail on your phone bill for expensive sms messags.
I have not heard of it here in US of A but I saw the software while abroad.
I guess the best approach is to use JL_Cmdr if in doubt. Password the device and regularly change of passwords on email accounts will definitely give you some peace of mind for sure.
I have not synced up my BB with the PC in last three yrs. I only take the Backup and in case I need to restore it I can but no sync with PC/Outlook etc for me.
I am not paranoid -