A new feature is currently available on the beta server which allows you to save a message to a folder, or Bcc it to extra addresses, even when you send via SMTP (eg email software) rather than the web interface. You configure this on the Options -> Personalities screen just as you would for sending through the web interface, but you check the extra checkboxes "Also send to Bcc addresses when sending via email software" or "Also save to folder when sending via email software".
Most email software used in IMAP mode already allows you to save a copy of a message to a Sent Items folder, but some (eg Outlook) make it harder than it should be. Also because SMTP and IMAP are separate, this means that normally a message has to actually be transmitted to the server twice (once via SMTP to send it, and once via IMAP to upload it to the Sent Items folder). With this new approach, only one copy has to be transmitted to the server, saving time and bandwidth. Another useful option is to use the Bcc option to forward a copy of every sent message to another server for archival and compliance purposes.
Discussion of this feature is occuring on this forum thread