You could buy from siemen or motorola or wavecom. I have use wavecom before and they recently intoduce wismo3 which is quite cheap.
To design yr own module is possible but the type approval itself is going to very costly. Even the above module do not have approval..
Another solution is to use a readily available handphone and use it as a modem. It is already type approved and come with free battery and charger. Price wise, they are about the same price.
Thanks
:lol: