HI!
I am so happy right now I just have to share the news!
I just managed to send an sms from my Arduino using a standard Huawei 3G USB modem!
It was a lot of hard work trying to figure things out, as I began a couple of days ago not knowing anything about USB or USB modems. Now I know lots about endpoints, descriptors and stuff 
I am using an Arduino Mega ADK and the USB Host Shield library UHS3. But is should work just as well with any arduino with a USB shield. Had to do some tweaking to get things working though. UHS3 is not setup to work with Huawei USB modems, that's for sure.
The modem I use is a Huawei E367u-2.
The purpose of this is to use the arduino in my boat, to track a lot of things and send sms to me when there is something I should know, like it's time to charge the batteries, fill up water, or diesel, empty the toilet, or if there's a gas-leak. And also to send sms to turn on the fridge and stuff like that
Well, we'll see where it ends, I've just gotten started.
Will use a Digilent touch-lcd screen for the project as well.