A recent article from New Zealand indicates that Vodafone New Zealand also encourages their users to report SMS spam to 7726 (S-P-A-M). (See:
http://www.theaucklander.co.nz/news/txt-for-trouble/1080298/)
"Vodafone says if a customer does receive spam they should forward the message to 7726..."
Vodafone also lets you know how to report your complaint to the New Zealand government's Department of Internal Affairs, so that they can take action. It appears that New Zealand takes spam seriously.
Hopefully more and more mobile operators around the world will support reporting spam to a well known short code, so that messaging streams can be protected. People should be able to get the messages they want and they shouldn't have to deal with or be charged for, the messages they don't want.