I'm using the "GSM Playground" shield from Hardware Kitchen:
Works OK so far! We've used it mainly for SMS (text messages), but another user at Dorkbot Bristol has been using one for GPRS data access. Be sure to get a Lithium Polymer battery for it, because it will try to draw much more current than the USB port can supply. This will simply crash it if you don't have the battery connected.
The shield has a DTMF decoder built-in, as well as a clock backup supercap, a microphone, a piezo buzzer and the usual SIM card socket.