how to build my own economic GSM module which can accomodate a SIM and can be coupled to a microcontroller board to perform various tasks, such as sms based door lock of a car.....pls if any body can help me about it..thanks in advance...
Making your own GSM module (radio, baseband, and all the associated software, approvals, etc) is not a feasible option - you will need to buy a ready-made module, and interface it to your microcontroller.
The internet is awash with examples of projects featuring a GSM module and microcontroller for SMS-based remote control:
http://www.lmgtfy.com?q=GSM+Microcontroller+SMS
Note that some GSM modules have scripting and/or embedded app capabilities - which would allow this to be done with no microcontroller at all...