I just checked and Bell Mobility (Canada) provides an Anti-SPAM service for your mobile phone that lets you block specific numbers in addition to other features. You only have to PAY $5 a month to save yourself from SPAM. You have to enter the number to block (I think this is backwards; you probably want to LIST the numbers you allow, and BLOCK all others; how do I know what all the SPAM phone numbers are in advance until I get one).

It would be reasonable to expect a means by which the consumer could opt out of premium SMS services (all of them) similar to having call blocks for long distance, 900 calls, etc. on your home phone. Even better, the default would off, and you would have to UNBLOCK the ability by contacting your telco. Alas, this would never be provided voluntarily by a telco without regulation...