page 120 of http://www.yourportablelab.com/downloads/schematics/AT_Command_Reference.pdf covers the details that should allow you to send text messages with the ebay shield, although it seems much more complex than the sparkfun shield.
Out of the two, I'd pay the extra for the sparkfun shield, then you would know it will work, although it does cost more. Another option to consider would be to buy an ethernet shield. With the right code, you can make it send emails. I read somewhere about services that take an email you send them then send that as a text to a phone. If you can find such a service, that would provide another option.
Onions.