I just discovered what appears to be an extremely useful addition to OS 4.5 in conjunction with BlackBerry® Enterprise Server (BES) software version 4.1 Service Pack 5 (4.1.5) -- the ability to search e-mail messages on the SERVER and to selectively download them:

BlackBerry Search Results (KB15161)

Now I don't need to store as long a history on the device (saves precious device memory), but I still have ready access to e-mail history!