Usually you deleting your SMS one by one but with this tweak you have.

CleanSMS this option let you delete all of your message once.

Second option: If you have some private message you can hide your messages with one. Click to make invisible and you can unhide them again with one Click.

Third Option: if you aren't available at this moment and you couldn't answer on any messages you can put autoReply Messages to say that your aren't here now.

Options inside Settings.app HAVE FUN!