Over the summer, Chicago's Shedd Aquarium conducted (instead of “did”) a promo that showed great results for SMS direct messaging. They had a TV spot running on Chicago's ABC, NBC and FOX affiliates that promoted a contest for a free hotel room and tickets. Only one of them had a "text to enter" option with the other two only mentioning online entry. The results: SMS generated 325% more entries, making up 52% of total entries. Despite the SMS spot only being 25% of the total ads, it was clearly more effective. The success was attributed to the fact that most TV viewers have their phone handy and are less likely to forget how to register.
More on The Shedd Aquarium's marketing at AdAge