For the upcoming TechED India 2005 at Chennai on 20th, I have unlocked my SmartPhone 2005 and am demoing message interception in real time. I have defined a custom protocol for talking with the application and can be used if you have forgotten your smartphone at home. You can then, via the SMS protocol defined by the application, query the phone for missed calls, unread SMS/MMS/Email, and can even notify you on a specified number about any incoming calls that you have missed!
Cheers to Windows Mobile 2005 :)