It would be really cool if some sort of client-side encryption can be added by default to PMs though. Maybe in Epochtalk?
This has been requested quite a while back on the forum, and these were the replies from theymos;
It can't be done without a browser addon unless you want the forum to have your private key.
...
Instead of integrating PGP into sites, the proper solution IMO is to improve PGP's browser (or OS) integration so that it can be easily used on all sites regardless of whether they know about PGP.