Duemilanove serial TX/RX: which is what?
I will not be using SoftwareSerial


That means you'll use the standard Serial() library.


  Do I have to[...] declare it?


Not if you use the standard Serial.begin() instruction. The Duemilanove uses pins 0/1 automatically for TX/RX


  Do I have to know which is TX and which RX?


Kinda... you have to know which one is which so you wire it correctly. The TX of the board should go to the RX of the GSM shield, and vice versa. Pin 0 is RX and 1 is TX.