Here's some cheap GSM/GPRS modem modules:
WaveCom q2403a 1800/900mhz GSM Module GSM Modem GPRS Modem dev kit
http://www.no1electric.com/index.php?main_page=product_info&cPath=11&products_id=262
RIM 1802G 1800 MHZ 900 MH GSM GPRS Modem Module
http://www.no1electric.com/index.php?main_page=product_info&cPath=11&products_id=261
http://cgi.ebay.com/RIM-1802G-1800-MHZ-900-MH-GSM-GPRS-OEM-Modem-Module-/290276292642?pt=LH_DefaultDomain_0&hash=item4395d0b822
LinkSprite GSM/GPRS SM5100B Modem Module
http://cgi.ebay.com/LinkSprite-GSM-GPRS-SM5100B-Modem-Module-/270604215104?pt=LH_DefaultDomain_0&hash=item3f0144a340
TMAS GSM/GPRS Wireless Modem Terminal TMA-M55i 1900MHz
http://cgi.ebay.com/TMAS-GSM-GPRS-Wireless-Modem-Terminal-TMA-M55i-1900MHz-/150534453298?pt=PCC_Modems&hash=item230c8d7832
ENFORA GSM2218-01 MT-GL GPS/GSM/GPRS QUAD-BAND MODEM
http://cgi.ebay.com/11-ENFORA-GSM2218-01-MT-GL-GPS-GSM-GPRS-QUAD-BAND-MODEM-/370468649136?pt=GPS_Devices&hash=item5641a6f8b0