I have recently updated my freeware SendSMS application. It’s a J2ME program that allows you to send SMS messages via Clickatell rather than via your network operator.
This has the advantage of much lower cost, the ability to send flash SMS messages (instantly displayed) and the possibility to change the ‘from’ attribute to be any number or even a textual string for anonymous messages.
There’s also an older ClickSMS version written in C++ for 1st and 2nd Edition phones. This allows you to use mobile numbers in the phone’s PhoneBook.