If you are into electronics and have some extra cash laying around here is your weekend project. You can build your very own GSM GPS tracking device. The materials will cost you about $280, the most expensive piece being the GM862-GPS module for $183.
If you follow his directions carefully, in the end you should be able to switch the module on and off, send text SMS messages through the module and fetch GPS positions from it which should look something like this:
AT$GPSACP got: AT$GPSACP