I'm trying to add a repo using the following line in a terminal on a Raspberry Pi running raspbian:

sudo echo "deb http://backports.debian.org/debian-backports squeeze-backports main" >> /etc/apt/sources.list

and I get the following message:

bash: /etc/apt/sources.list: Permission Denied

I've tried using Synaptic (settings --> repositories) but It doesn't give me the repositories dialog box, it just says the repositories have changed.
(I do get the repositories dialog box when I try in Mint(debian edition).

This is part of setting up Glastopf honeypot on the Pi in preparation for a Security Summer School for 2nd/3rd year students.

All help and suggestions welcome.

What happens when you try to open the file itself?
Since this is very likely a permissions error, check the directories under it and the file itself. Also make sure you are in the sudoer group and the command echo is a accepted sudo command. I think you can check that with visudo
If nothing works, switching to root and doing the same thing should work.

This is not a permissions error. The sudo command simply is run after the shell has tried to open the sources.list file for appending, so that this is still tried as normal user, not as root.
Run to get a root shell and try the command again, without the sudo in front of it.

Many thanks TobiSGD. sudo -i for a root shell and it worked.

Isn't it a security hole though? I can sudo -i and get a root terminal without entering root's password.

I must try scripting that.

Everytime you use sudo you are becoming root without knowing the root password. You could also try to run which would have a similar effect. This is due to the way Ubuntu uses sudo. It can be configured in a way that the user can only use specific commands with sudo.