If your phone is a GSM phone, you can order a SIM card reader for about $5. You then save the messages to the card, insert the reader into your computer's USB, and plug in the SIM card. I use it to take messages off of S11s phone that he gets from NJ. I only grab the messages where it is clear that she is coaching him during my parenting time.
Deciding to go forward with a divorce is kind of like joining a brotherhood. However, it is a brotherhood that you really don't want to join.