What phone could be recommended by Gammu author(s) to make SMS gateway ?

The best is always the most simple device. So, I think that using Nokia 3310 or 3410 can be very good choice. They have removed some SMS bugs (for example, 3330 has buggy firmware - you have to flash it with 3310 firmware to avoid any problems). Especially 3410 is interesting - has got LiIon battery.

More expensive Nokia phones (with own SMS memory) are more complicated and using them is not always good idea (of course, Gammu can do it).

Another way is is to use special cellular modem especially equiped to continuous work. I recommend Siemens devices - for example Siemens MC35. It has GPRS and can be used to many tasks.