I'm using Betamax for sending SMS from my mobile. Betamax offers a nice Java midlet called "voipclient" which can be downloaded by opening
http://gsm.voipbuster.com directly from your mobile.
Allthough the application is hosted on voipbuster.com you can use it with any Betamax service. Besides SMS the application provides balance information and can also be used to trigger callbacks over the web.
When you change your phone number in the configuration menu, you can receive callbacks on any number and not just on your mobile (e.g. fixed line in a hotel).
If you want your mobile number to be shown as sender for SMS, you need to verify your number with Betamax, which can only be done through the Windows application of the corresponding Betamax brand or in some cases through the website.
Be aware, that if you change your phonenumber in the configuration menu in order to receive a callback on another phone, this also affects the sender information of SMS. If the phonenumber provided is verified as described above, it will appear as sender, otherwise your username will appear (sometimes prefixed with "00").