The easiest way to handle SMS messages is to avoid J2ME MIDlets altogether.
There are AT commands that you can use to control many GSM cell phones. Connect the phone to a PC using a cable, Bluetooth, or infrared. Using a terminal program (like HyperTerminal) you can read the SMS messages stored on your phone and you can send messages through the phone.
This is much harder on most CDMA phones but it's still possible. Programs like BitPIM can be used to extract messages from your phone. I haven't heard of any way to send messages.
It is prehaps easiest to send messages from a PC using a service like Teleflip or any of the text messaging forms offered on the websites of most major carriers.