iforce2d has a great demonstration of how to play with SMS Message usage with GSM Modem and Arduino. He goes through lots of interesting AT commands that do the actual transmission and read of the SMS messages. I can think of lots of useful uses of this type of device since an SMS message can be long enough to pack some interesting data chunks such as temperature issues (low temp high temp), door opening etc. The tutorial also goes through using the module to perform HTTP commands.