You can save the money for external components if you use a GSM modem / module that comes with embedded protocol stack "eay GPRS" like listed on
GPRS TCP/IP TCP IP
A GPRS module / modem with its EASY GPRS feature can be seen as a special device, embedding and controlling the PPP/(UDP)TCP/IP protocol stack inside itself. In this way the Localhost sees a "virtual serial line" connection with the application software on the Server machine.
Differently from other GPRS devices that embed the TCP/IP protocol stack; an EASY GPRS device does not provide a set of API functions to interface with the protocol stack but it automatically manages it internally as specified when starting the connection. This completely relieves the designer from TCP/IP managing and knowledge. The connection through the internet with a remote host Application layer residing on the server can be done as easily as a CSD data call, by following the steps:
With an AT Command set the GPRS context 1 properties (to allow the GPRS modem to activate later the GPRS connection to internet on demand);
With an AT Command set the Authentication parameters (UserID and Password) to be used later during the authentication process on the GPRS network
With an AT Command define the host by setting the remote host port to be contacted and with which transport protocol (TCP or UDP). There are three things to configure:
Transport layer protocol to be used: TCP or UDP
Server IP address or name (resolved with a DNS query automatically by themodem)
Server Port to be contacted
Start the connection with the server with a proprietary "internet dial" command. When the device receives the CONNECT indication, then it's directly exchanging data with the remote host server Application Layer.