getting your own dedicated short code is expensive and takes a while (~2-4 months).
i'm not familiar with the process, but in theory you can apply for a direct connection to EACH carrier (i think you need insane volume to even attempt this and even then approval is not probable).
after you get your dedicated short code, most people turn to aggregators that solve the volume problem for you (i.e. clickatell).
others bypass the dedicated short code route for cheaper / more immediate results with a shared short code (i.e. textmarks) -- accessible with a vanity keyword.
you can also try setting up your own SMS gateway w/an open-source like Kannal. add nokia phones for extra style & fun points as desired.