Can anyone suggest a good library which I can use for the AT commands to communicate with a 3G Modem ?
AT commands are supposed to be more or less universal. For wireless modems, they seem to be less universal. The exact commands that work depend on the specific device that they are sent to.
I am not aware of any attempt to create a universal library for the Arduino.
I am actually working on something similar. there is an existing library for arduino. It works but its not very good.
http://code.google.com/p/gsm-shield-arduino/
The problem is that is that every baseband implementation is different and none that I know is opensource. So there is no way to be completely sure that you have a good gsmlibrary that can handle everything that the baseband can trow at the parser.
Implementation specific unsolicited reply is the toughest thing to code properly and TI chipsets are specifically bad !
Try to google manual for your 3G modem. I had a project with a bluetooth module and it was very easy.
Each of modems has it's own suit of commands.