What exactly is and SMS gateway, are "OZEKI" and "KANNEL" the same.
Also are they the only thing to send and receive sms from and through your application or you also need additional hardware - "GSM MODEM"??...
Finally to you need a service provider to suscribe to?..., and per per sms??....
Looks like you're quite confused, maybe you should start from the beginning and click a few links...
SMS gateway are software/hardware combo that allows you to send and receive sms for your application. It is analogous to attaching a modem to your computer and connect that to your ISP (in the old days). If you are thinking of sending and receiving SMS from your app there are basically a few ways to do it depending on the volume and the cost
Using a SMS gateway and a GSM modem. The GSM modem is basically a cell phone. You have to insert a valid SIM in it. You then connect this modem to your computer either via serial or USB. I've only worked with serial. What you now do is configure the SMS gateway that you are using eg. what port, speed, etc. Once this is set up, you can now use to send sms. See this. This is very cost efficient but not very scalable. We have tested it and can only send about 3 sms per minute.
A second method is to use a sms provider (do a Google search). You don't have to setup any thing on your end. Just subscribe to the service. They you get a some docs or library to allow you to connect to their servers and they will do the sending and receiving for your. For receiving, the provider will provide you with a number for every country that it has presence in.
If you have really high volume or require performance, then go to your local telco and get something call a 'short code' (this is country dependent), a 4 digit number. Typically you connect to the telco using HTTP and the SMS payload is usually in XML.