Utility Room

In Terminal, write

defaults write com.apple.mail UserHeaders '{"Bcc" = "another@address.here"; }'

You can write other headers as well:

defaults write com.apple.mail UserHeaders '{"Reply-To" = "theemail@goes.here"; "Bcc" = "another@address.here"; }'

To get defaults back:

defaults delete com.apple.mail UserHeaders

This, as many other useful hints, came from macosxhints.