In MapQuest, input your start and end points like usual and then click Get Directions. Next, click the Send To button and choose Send to Cell. Enter your phone number and other requested details, then click Send. Within a minute, you'll receive a text message (possibly multiple messages, depending on the length of the directions) with the turn-by-turn details and a link to a map.
In Live Search Maps, the process is virtually identical: After getting your directions, click the Send to link and choose Mobile.
Unfortunately, Google Maps doesn't have a send-to-cell option for driving directions-only for business listings. So if you're interested in saving a bit of paper, you'll have to use one of the other two services. Neither one charges anything to send directions via SMS, but standard carrier rates apply.