How to use AT commands in Android by 'root' the phone

How to use AT commands in Android by 'root' the phone

We have various Android devices of Spike, Samsung, Micromax. How to give
AT commands from Android device to modem?
We searched in Google Play but did not find any app related to this. Can
you please suggest way by which we can use AT commands with Android phone.
http://stackoverflow.com/questions/7022525/at-command-in-android, this
question suggesting first you have to root the phone..., how to do this?
Thanks.