appropriate gsm modem?!

in my project i need to send SMSs and i need the hardware to be as small as possible; i found some gsm modems smaller than others and also cheaper, but i've been told that cheep gsms may have some kind of dysfunctionality and its class is bad..! i want to know what type of problems exactly i will face with gsm modems of bad classes and i need your advice for appropriate and 'as small as possible' modem, i need it only to sent and receive data messages.