It really depends on who you are messaging. If you are sending one to a standard mobile/cell phone then yes, it gets deducted from your sms bundle. However, if you are sending a sms message to one of those 5/6 digit numbers (UK) for competitions or feedback, the network provider may have different charges as these may not be classed as a standard mobile/cell number.
One example in the UK is the O2 network. You can get unlimited sms if you only send to other O2 numbers, but you will get charged for sending messages to other networks, but they do include a handful on free sms on certain tariffs.
I've found that it usually means you'll get charged the standard rate. As ming said, usually sending to the shortcodes costs, however normal numbers should be free (if covered by your tarrif) ... could be totally different in the U.S. though.