Hello!
On some days I use the USB HOST Shield for Arduino, and I wondered if
was possible to connect it a USB modem internet UMTS. With a few euro could send text messages, and why not, the ability to connect to the internet.
On the web I found nothing, if not very expensive special shield GSM
You know some good links? No one has ever tried it?
I think the best solution wouold be this:
http://www.dealextreme.com/p/usb-tri-band-gprs-modem-cell-phone-radio-gsm-900-1800-1900mhz-12057
It's just 25 bucks for a GPRS (not just GSM) modem, and it's good; but it's even better, as you don't even need the usb host shield, as this device use an USB/Serial converter chip which you can directly connect to arduino serial I/O (it's the 2303 in this picture)
Explanation:
Unfortunately, although I bought one of these on january, 3rd, it didn't arrive yet.... I only know it left Hong Kong on january, 25th!! 
This is a good things to start! Even if a good driver for usb umts dongle would be great: Not all devices use the 2303!!
Thanks you!!
I know: I already bought an USB GPRS modem which externally looked just like that one (but sold with lower shipment coss)... but internally is completely different and unusable with an Arduino! 