Obviously it depends on what the messages are. But when they're copied out with many of the ways, they lose their format.
So if it's 'Sarah, I love you. I promise you a diamond every Thursday from now until 2084' then it's obviously not massive important if anyone thinks you've just simply edited the text as it's between you and someone else and that's that. But if it's more 'I admit stealing 17 tulips from your garden last Tuesday. I agree to repay this debt weekly' then you might want to keep a more standard record.
Even a print screen can be easily edited with photoshop or whatever but it looks more like the original text message than a line of text on a computer.