We currently use http://www.mobilemarketing.net/ on a couple of projects. Their site looks terrible, but they are fairly cheap and have 'sticky' sessions. Their support is also very responsive.

Textmarks http://www.textmarks.com/ is also good but they no longer support sticky sessions. They also have free messaging if you don't mind a "powered by textmarks" with a link back to their site at the bottom of your SMS.