You might want to look into command authorization through radius (aaa authorization commands radius). Even if you configure the radius-server to always allow any command, it leaves you with very good logging of the commands entered.
In my view this is even more reliable than using syslog, because you could configure your devices to become unmanagable when radius is unavailable. In that case, just don't let your radius-server allow commands that change radius-config... When relying on syslog, I could stop the logging and do whatever I want on the switch without you knowing what I did.
Indeed, I like to think worst-case...
It obviously depends on what kind of auditing you are trying to accomplish. But as you have noticed, commands don't get logged to syslog on most ProCurve-gear...