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I think it would be great if there was a "sent" box for sent messages in the personal messages. I post from my phone quite a bit and I had PM's that I thought were sent, but they never went through.
It would be helpful to see if, in fact, the message went through.
In your user preferences, you can turn on the sent messages box and then you can see what you've sent. Sent messages that you keep count against your allowed message count.
Look at your inbox. See the 'jump to folder' with a arrow ? That opens a menu that includes your sent box. When you send a message go below the text box to 'message options' and make sure 'Save a copy of this message in your sent items folder' is checked in the box to the left of the phrase.