For those without Messages on all devices ... I've been using an older, but just-as-good method.

I'm running 10.6.8 on my MBP & iMac, and iOS5 on my phone and I find Notes works very well for this.

On OS X, whenever I find something (text, URL, address etc) I need to share, I just highlight it and use the Right-click > Services to get to the 'New Note with Selection' service.
Click Done and it's on my phone almost instantly.

Going the other way is not quite so fast since there is no customisable 'Services', it involves a Hold > Select > Copy on whatever I want to share then switching to Notes and pasting it into a new one.

I currently use both MobileMe and Gmail to sync notes (I have different accounts for diff purposes). Obviously I'll have to migrate to iCloud before June (and a 15" MBA ;-)

And the bonus of this method ... it should work from any computer/email account where you can save a draft email to your Notes folder.

cmac... I must be having a senior moment as I can't recall the Notes app you mention... I tried Services on 3 or 4 apps and only get 'No services apply'.

What have I missed?

HappyJoe,

Sorry, I have my MBP setup customised quite heavily for work and can't remember what the default installed options are, so I'm guessing that this service is not turned on by default.

So here's some more information that I hope should help you try this too.

I am using Mail.app for my email on on OS X (10.6.8). I don't know if Thunderbird or others will let you do this too.
In 'Mail > Preferences > Composing' I have "Create Notes and To dos in:" set to my Gmail account (although MobileMe works perfectly too of course, I find that my works IMAP server doesn't work correctly).

I also have the Gmail account preferences set NOT to show Notes in Inbox (because I like to see them all in one place), so this means I have Notes under Reminders in the Mailbox list pane.

To set the 'Send to Note' service up correctly.

System Preferences > Keyboard > Keyboard Shortcuts
Select the "Services' in the left pane.
Navigate down to the Messaging section in the right pane.
Turn on 'New Note with Selection'.

Now select some text in an application.
Right-click > Services and you should see 'New Note with Selection'.

Selecting it pops-up a yellow-note-paper Note creation window with the text already entered.
Clicking Done will save it to my Gmails Note folder and push that to my iPhone.

Of course this will not let you share files like the Messaging method will, although I don't find that an issue much since I really just wanted a very quick way to get text/URLs/addresses etc onto my phone. If I want to get a PDF/eBook or something into my phone I use my iDisk (similar to the Dropbox method).

I also use this method to send myself to dos/shoppings lists etc and the like since I can type it quicker in Mail.app with my full keyboard instead of directly in the phone.

I'll probably continue to use this method with ML if it works there as well, although having Reminders in ML will be great .... Siri activated geofence reminders are the greatest thing in iOS5/4S!

It's more ambitious certainly, handling files up to 2 GB total in the free version. But it works smoothly, swiftly, and easily.