I want to build an autonomous GPRS weather station

An Arduino shield list! Wow, this just keeps getting better and better! I will check that website right now and see what is on that list.
Thanks mr. Schmelle2 i will check your section of the list and yes, you can send me the code for working with your sensor please.

And how about using this:

NB2210 - NetBox Wireless Router

The NB2210 connects Ethernet enabled equipment to the internet over a mobile network (GSM/GPRS/EDGE) and makes your devices and data accessible from wherever you want.
Hardware Features

    * Quad-Band GSM, Class 12 EDGE/GPRS
    * 1 Ethernet port
    * 1 COM port
    * 2 digital outputs
    * 2 digital inputs
    * DIN rail mounting

http://www.netmodule.com/products/nb2210.aspx