There are some .txt files in the root of the phone memory that can take up a fair bit of space – I experimented with moving them to the memory card (just in case they were required). The helped for a while but the files soon grew again, so that didn't help long.
I've checked my firmware and I am in fact on the latest version, so there is nowhere to update to.
To change the message save location you need to select Messaging, Options, Settings, Other, Memory in Use – click on that and you should be able to change it to the memory card. Slows it down a fair bit though, when opening recieved messages or writing new ones.
(mine is a vodafone branded 5800 so my menu settings may be different to yours.)
I will let you know if I ever get to the bottom of it…