The messages are stored in Exchange itself so you can use tools that allow this type of thing for Exchange - You can, of course, just fire up Outlook for a particular user and move messages into a local folder for safe keeping if you need to or you can use ExMerge (from Microsoft) to get individual mailboxes - although getting individual messages is tricky at best.
As for aging messages and exercising some control over the subscriber's mailstore usage and finding out hwo folks are using the message store and the like, check out the Message Store Manager on www.CiscoUnityTools.com - it lets you setup agents for deleting/archiving messages basedon rules and the like as well as providing very detailed reports about message store usage for individual users and groups - it should get you most of what you need here.
