The BCC: or Fcc: field still works:
(setq message-default-headers "Fcc: ~/spool/sent.spool\n")
(setq message-default-mail-headers "Fcc: ~/spool/sent-mail.spool\n")
(setq message-default-news-headers "Fcc: ~/spool/sent-news.spool\n")

   Replace Fcc: with Bcc: if you wish.
   
   Another possibility is to use the Gcc: header:
(setq gnus-message-archive-method
  `(nnfolder
    "archive"
    (nnfolder-directory ,(nnheader-concat message-directory "archive"))
    (nnfolder-active-file
     ,(nnheader-concat message-directory "archive/active"))
    (nnfolder-get-new-mail nil)
    (nnfolder-inhibit-expiry t)))

(setq gnus-message-archive-group
  '((if (message-news-p) "misc-news" "misc-mail")))

   Kai Grossjohann <Kai.Grossjohann@CS.Uni-Dortmund.DE> adds:
   
   I use the following code to automatically add a Gcc header to every
   message. I also define a function which can be bound to a key in
   message-mode which toggles the Gcc header.
;; select group for Gcc
(defun kai-gnus-outgoing-message-group ()
  (cond ((and gnus-newsgroup-name
              (stringp gnus-newsgroup-name)
              (string-match "^nnml" gnus-newsgroup-name))
         gnus-newsgroup-name)
        (t "nnml:mail.misc")))
;; automatically add Gcc header
(setq gnus-outgoing-message-group 'kai-gnus-outgoing-message-group)
;; toggle Gcc header (bind this to a key in message-mode)
(defun message-toggle-gcc ()
  (interactive)
  (save-excursion
    (save-restriction
      (let ((pmin (progn (beginning-of-buffer) (point)))
            (pmax (progn
                    (beginning-of-buffer)
                    (re-search-forward (concat "^" mail-header-separator
                                               "$"))
                    (beginning-of-line)
                    (point))))
        (beginning-of-buffer)
        (narrow-to-region pmin pmax)
        (if (re-search-forward "^gcc: .*" nil t)
            (progn
              (beginning-of-line)
              (kill-line 1))
          (goto-char pmax)
          (insert (concat "Gcc: "
                          (kai-gnus-outgoing-message-group)
                          "\n")))))))

   Francisco Solsona <solsona@cs.utexas.edu> adds an alternate method of
   toggling the Gcc: as follows:
(defun toggle-gcc-header ()
  (when (y-or-n-p "gcc-it?: ")
    (kai-gnus-outgoing-message-group)))

(setq gnus-outgoing-message-group 'toggle-gcc-header)