This can't currently be done, as there is no sync option for sms. If you backup your phone, it backup's your sms's that are on your iPhone, but different phones sms's cant be transferred. There may be a jailbreak option?
Hello, I'd like to update this issue. There is a sync option now.
There is a software called MOBILedit!, which is capable working with phones through computer, including copying contents (such as SMS, contacts and so on) from one phone to another. It is not free, but it is totally worth it.