It's true that there is no preference to control this. As Steve said, you
could use an outgoing rule to copy yourself on each message.
Otherwise, you could use a script. First, install the Jon's Command's
scripting addition (version 3 for OS X) if you haven't already. It is
freely available at the author's website.
<
http://www.seanet.com/~jonpugh/>
Then, get the "Add BCC or CC" script by Paul Berkowitz. It includes setup
and usage instructions. All you have to do is run the script whenever you
open a new message to have yourself added as a BCC recipient.
<
http://www.scriptbuilders.net/search.php?search_str=add+bcc>