PhoneView does this on the Mac without having to access backups; it also creates its own archive of SMS/voicemail/call logs every time you plug the phone in, without you having to think about it. IIRC, you can export as plain text, comma delimited for a database, or as a PDF; you can also simply view them within the program.
And it has a ton of other features that are useful as well. It's saved me more than once when iTunes decides to lose media files from my MBP; just retrieve them from the phone and put them back on the computer. Lately I've also been using it in replacing files for themeing. Pretty versatile. Unfortunately they don't make a PC version.
