I have tried out. Well documented and you can get the breakout boards for $5 but I forget precisely where. Managed to get it working in UK on O2 pay as you go. Now in junk box :(
Watch out - you need a level shifter if you're using an Arduino or something as it has 3v3 operation. I used an old(er than me) HP lab PSU and a crudely hacked up set of BC548 switches as a level shifter. You need an antenna and a sim socket (my sim was cruely soldered onto 1/0.2 solid wire and plugged into the breakout board header).
If it doesn't have to be SMS only, there are various mass market "surf sticks" offered by providers on the cheap, marketed at laptop owners and the like. Many of them are just AT modems with serial ports tunneled through USB and then controlled by an application on the computer.
Thanks, I assumed those would need a whole series of windows drivers to initialise them.
But it looks like you can just jumper straight to the RS232 interface on this chip
