Multitech has a GSM modem.
**broken link removed**
**broken link removed**
I have the developers kit for the socket modem, it cost me $250. The modem alone for the socket modem is $150. Don't remember the cost of the ModemModule.
If you get the dev kit for the socket modem, you'll get a big red circuit board, and it will connect to your computer through a serial port. It will work with the "Standard Modem" driver. If you wan't to connect to your home PC over a phone line, you'll need to get this modem set up on a GSM voice (NOT data) service. I have service through T-Mobile.
The modem operates off of a 5v source, 1.7 amp peak current draw. The data sheet says the highest input voltage on any pin is 5v, but most of the people I've talked to say that it is strange for RS-232 to be operable on a 0 to 5v swing. I have NOT verified that it will work on a 0 - 5v swing though.
That modem module is probably going to be your best bet though.