use SIM300 or any series..... play with gsm modem by connecting it to hyperterminal... download AT commands for the gsm module you are using and test it......
first do a search in the forum where it is explained many times...... you will get the testing steps of gsm modem and how to interface with pic along woth circuit and code.....
if you never worked with gsm modems then it will be difficult to do it with pic as you should understand how to use AT commands and how to get the response.... if you are aware of it then you can start of writing the program by seeing other threads...........