<p>What is the easiest way to set up an SMS alerting system so that I will receive notification if my server doesn't respond or a GET query doesn't return correct content?</p>

You can get a service like
http://www.serviceuptime.com/
and the send an email to your-number@a-domain-your-provider-gives They usually have the exact domains for the providers on their respective websites but you could just try @t-mobile.com if your provider is t-mobile for example.
If you want to write your own tool should be pretty straightforward - send GET request if you dont get the expected response send email. You should run it from 2 different locations from 2 different ISPs tho because if there are routing problems and the request doesnt go through you'll get smsed