I really like your first suggestion for this new /msg feature Petruchio. I always /msg myself a copy when involved in context-dependent exchanges, and have been bitten by others who do not, when they forget the context of my reply. Imagine if you will an extra parameter for private messages:

/msg cc:petruchio dude, cool idea!

Would result in a /msg to myself, as you suggest, in the form of the feedback provided in the chatterbox nodelet:

you said "dude, cool idea!" to petruchio

Perhaps also including a timestamp (which is already part of the private messages xml ticker):

you said "dude, cool idea!" to petruchio on 3/5 at 4:20pm

Going one step further, to enhance the context, include the text of the message being replied to when using the message inbox's reply-to feature:

you said "dude, cool idea!" to petruchio on 3/5 at 4:20pm in response to "check out 62208 for my nifty CB enhancement"

your pal - epoptai

Update: If you want to reliably associate activity on external sites with a monk's account you might want to try something like jcwren's monktags.