If you haven't already heard, ohdontforget.com allows you to write text messages from any computer, and schedule when they're sent for free. This site is worth Bookmarking, and a great tool for sending yourself reminders. The next time you need to pick up milk from the grocery store on your way home from work. Just click, type, and submit. While driving home you'll get a text message reminding you to stop at the store.
Many cell phones already have an alarm feature, but I find it more practical if you're sitting in front of a computer.