With iOS 8 and OS X Yosemite, Apple sought to connect its devices with features such as Handoff, which lets you start a task on one device and pick it up on another; phone call relaying, personal hotspot, and SMS and MMS relaying. The last feature allows you to forward messages from your iPhone to your iMac, MacBook or iPad, and it's one of those features that, once you use it, you'll marvel at the neolithic world we lived in just a few short months ago. Now you'll no longer have to leave your computer to check on the chimes you heard coming from the other room, and you'll be able to type your messages a whole lot faster.
Of course we've had this for iMessages for a while, but now you can send to and receive from non-iPhone people (SMS texts require a cell phone carrier while iMessages are routed through Apple's servers).
Here's how to set up SMS and MMS message relaying between your iPhone and Mac: