Is there a way to recover a deleted SMS? I deleted an entire SMS thread by mistake from my HTC Wildfire. Is there any way I can retrieve that thread ?
If you use My Backup Pro and have regularly scheduled backups, you can retrieve your SMS messages, provided you've set them to be backed up.

Also see SMS Backup - it allows a user to backup the SMS directly into GMail, so you always have a backup away from your device - no harm even if your device is misplaced / stolen / not working and you need to refer to an SMS in a hurry.