Varies from phone to phone.
I believe it is recommended to use a port between 16001 and 16999 on a J2me app as these are almost always free.
In my opinion the best way to find out what will work and what won't is to create a small app which will try to create an SMS connection on a specified port (specified through something like a textbox) and which will display something indicative if an IOException is thrown during the process of creation.
Most manufacturers usually also have documentation on this on their developer sites...