msg_id, from_uid, to_uid, content, dt

1, 1, 2, "Привет! Я пользователь номер 1", "2013-12-26 10:00"
2, 2, 1, "Да, добрый вечер!", "2013-12-26 11:00"
3, 1, 2, "Как настроение?", "2013-12-26 12:00"
4, 2, 1, "Лучше всех!", "2013-12-26 13:00"
5, 1, 3, "Здарова!", "2013-12-26 14:00"
6, 3, 1, "И Вам не хворать...", "2013-12-26 10:00"
7, 4, 1, "Трям", "2013-12-26 19:00"

2,
3,
7,

2,
3,
4,

2,
3,
4,

select * 
from messages
where (from_uid, to_uid) in ((1,2), (2,1))
order by dt

select distinct
    least(from_uid, to_uid) as v1
  , greatest(to_uid, from_uid) as v2
from messages

SELECT DISTINCT ON(from_uid+to_uid)mid, messages.*
FROM messages 
where from_uid=4 OR to_uid=4
order by from_uid+to_uid, dt desc 

select to_id ... where from_id=4 union select from_id ... where to_id=4