Sending SMS messages from the Arduino, is the Sagem Hilo the best?

I'm considering a project where I send SMS messages from an Arduino. Searching in these groups I can only find questions and replies about the SAGEM HILO GPRS module. Is that the only module people are using here?

I've no idea whether I need a GSM or GPRS module, I'm new to mobile comms, so any help appreciated. All I need to send are short SMS messages.

I'm based in Italy if that could change the replies...