http://www.clickatell.com/
Clickatell seem to be the premier SMS API, they're used by Pingdom, Cloudkick and PagerDuty. Incoming number (UK, regular number) is €100 setup and €25/month plus 1/3 credit per SMS received.
http://api.orange.com/en/api/sms-api/cost
Orange provide an SMS API using shared shortcodes / international UK number. Not sure what pricing is, complicated, but they are listed. Probably not a first choice.
http://code.google.com/p/pygooglevoice/
A python wrapper for the Google Voice API. Potentially allows the sending of SMS messages (or receipt of SMS messages) via Google Voice for free in the US and at GV costs overseas.
http://www.esendex.co.uk/
UK based SMS provider, used by pingdom, no actual prices on their site, a bad sign. They appear to support receiving SMS but are probably horrendously expensive.
http://bulksms.vsms.net/w/pricing.htm
Pricing for BulkSms, an SMS gateway also used by pingdom.com. Charges 3 rates for delivery quality. Uncertain of whether they offer incoming numbers.
http://www.cellsynt.com/en/sms/api-integration
An SMS api used by pingdom. Scandinavian country. Incoming UK number on Vodafone for €55/month + vat, unsure of per message cost.
https://www.tropo.com/
Similar to Twilio, send / receive voice & sms via APIs. Doesn't appear to be as quickly evolving as twilio, but free for development use.
http://www.twilio.com/
Developer APIs for placing calls and sending SMS messages. Handles both incoming and outgoing, but only sends texts in the US and only has incoming US / Canadian numbers.