My question is if you are using an ABANDONED mobile phone, how would it be possible for it to send out a warning SMS? I sure as heck wouldn't want to sacrifice an ACTIVE account for something like this.
I can see using an active account like a Virgin Mobile pay-as-you-go plan. It would cost $80 a year for this (minimum payment of $20 every 90 days, whether you use it or not). That would get you 800 text messages that could be sent - in case your car gets stolen a lot.
I don't know if any of the phones they support are SIM compatible.