Sorry for replying to myself, but I have some more info:
I've found the protocol that is used by that "Bitcoin message service":
http://btcmsg.staticloud.com/btcmsg_protocol_v1.txtBTCmsg Protocol v1 (2011-09-18)
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Each message is represented by multiple payment which is calculated by
the following algorithm:
1. Two first chars for message type ('01' for md5, '02' for ascii).
2. Then the message in hex (python binascii.hexlify).
3. Split the long string to groups of 4 hex digits.
4. Each group of 4 hex (e.g. 2 ascii letters from the message) is
represented by a payment in satoshi (maximum 0xffff=65535).
5. The service fee (composed of a fixed part and a variable part times
the amount of small payments required, minus the transaction fee),
can be seen within the first transaction.
Enjoy!
Actually that's pretty smart, and I feel a bit stupid for not having thought of that!
I can do the same of course, and nobody will be able to stop me from doing it (except by convincing me it's a bad idea of course), since this scheme only uses "standard transactions". This does indeed look like the easiest way to achieve my goal, although I need to put a sha256sum into the transaction, so I'll use a new message type ID.
As I said before, I'll use a very low number of transactions (max once every 12 hours in the current design), so my load on the block chain shouldn't be too big. Still, the scheme as used by the "Bitcoin message service" is far from optimal. I think the transaction containing the message could be much smaller if a special transaction type was used, that just pushes some unused data on the stack.
The policy of only accepting "standard transaction" and not "messages" really works counterproductive here. Since nobody can stop people from using the block chain for messaging anyway, wouldn't it be better to have a standard transaction that allows for efficient insertion of small messages? A sha256sum would be the minimum that should be supported IMO. That would allow people like me to insert secure hashes of documents of arbitrary size.
BTW, this reminds me of some people I used to know who played a game of chess by making small bank transfers to each other and putting the chess moves in the transaction comments

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