I'm in the process of reviewing every SQL statement that an application makes against the database, for performance reasons. Is there an easy way to log all statements that are executed by the PostgreSQL database server? Thanks.
The config option you're looking for is
log_statement = "all" (if you just want the statements), or
log_min_statement_duration = <some number> if you're just after "slow" queries (for some value of "slow"). See http://www.postgresql.org/docs/current/static/runtime-config-logging.html for more details on logging configuration.
auto_explain module is very useful for this. It'll not only log the statements, it'll log their execution plans and can even log statements run within PL/PgSQL functions. The performance hit is fairly low unless you enable analyze, in which case you incur a fair bit of timing overhead for all queries.
auto_explain in the documentation.