I have modified my telnet - serial passthrough program a bit, so it works with the Arduino GSM Shield. This way you can test the AT commands of the shield.
SIM Ready:
AT+CPIN?
Signal strength:
AT+CSQ
Send SMS:
AT+CMGF=1AT+CSCS="8859-1"AT+CMGS="<number>"<message><CTRL-Z>
Have fun!