Anyone know if the Auto Text list of a device is saved only on the device, or is it saved in the BES configuration DB? I haven't found anything explicitly saying as much, but I am thinking it is only on the device from what I've read. I'd like to confirm that before I tell an end user he's SOL

Yes, it appears that AutoText entries are backed up to the SyncBackupRestore table in the SQL db.

Wirelessly posted (BlackBerry 9000)

I can vouch for this. I have personally changed devices and the autotext followed me. I believe the same is true for custom word lists on suretype devices.