I am an SMS newbie so
You might take a look at Gammu if you're running on a Linux box:
http://www.gammu.org
Using Gammu, you can configure it to periodically poll a mobile phone for new SMS messages. When Gammu finds new messages, it can store them in an SQL database. You can then write another program to periodically poll the database and take action on new messages.
Using this general setup I successfully deployed a homemade 2-way SMS application. I configured Gammu to pull messages off of the phone over Bluetooth. Gammu placed them in a MySQL database, which I had a Tomcat web application periodically poll for new messages. When a new message was found, the system processed the message.
This is a somewhat "duct-tape and bailing wire" setup, but it worked quite well and was more reliable than many of the "professional" SMS gateways I tested beforehand. YMMV.