You can purchase software such as Jeyo Companion to send and receive from a Windows PC(http://www.jeyo.com/companion/features.asp) or SMS Cool (will put * This is sent by SMS Cool Demo! www.aimproductions.be * on the bottom of your messages until you pay for the program - otherwise you can use it for free. Free - except for mobile provider fees for sending and receiving SMS text messages of course - which I'd think you'd still have to pay for using Jeyo too. I haven't used it so I don't know that for certain.
You can also send to any mobile device from here: http://mobile.yahoo.com/
Like Gino mentioned, you can do it from Cingular's site, but I think you have to be either the Cingular customer or your intended recipient must be Cingular's customer. For sure on T-Mobile's site you have to be the subscriber. It's in the "my T-Mobile" section so you can't access it unless you're their paying customer. Yahoo's is for all providers and is accessible to everyone all from one place.