This will generate a CSV containing user's names and email addresses if they do not have at least one SMS notification rule.

users-without-sms.py

#!/usr/bin/python

import requests
import sys
import json

#Your PagerDuty API key.  A read-only key will work for this.
auth_token = 'API_KEY_HERE'

#The PagerDuty subdomain
pd_subdomain = 'YOUR_PD_SUBDOMAIN'

HEADERS = {
    'Authorization': 'Token token={0}'.format(auth_token),
    'Content-type': 'application/json',
}

def convert_to_ascii(input):
    if isinstance(input, dict):
        return {convert_to_ascii(key): convert_to_ascii(value) for key, value in input.iteritems()}
    elif isinstance(input, list):
        return [convert_to_ascii(element) for element in input]
    elif isinstance(input, unicode):
        return input.encode('ascii', 'ignore')
    else:
        return input

def get_user_count():
    user_count = requests.get(
        'https://{0}.pagerduty.com/api/v1/users'.format(pd_subdomain),
        headers=HEADERS,
    )

    return [user_count.json()['total'], user_count.json()['limit']]

def get_all_users():
    total_users = get_user_count()
    print("Total number of users: {0}".format(total_users[0]))

    file = open('users_without_sms_rule.csv','w`')

    for offset in xrange(0, total_users[0]):
        if offset % total_users[1] == 0:
            user_data = convert_to_ascii(get_users(offset, total_users[1]))
            for user in user_data:
                no_sms = True
                for rule in user['notification_rules']:
                    if rule['contact_method']['type'] == "SMS":
                        no_sms = False
                if no_sms == True:
                    file.write("{0}, {1}\n".format(user['name'], user['email']))

def get_users(offset, limit):
    params = {
        'offset': offset,
        'limit':  limit
    }

    users = requests.get(
        'https://{0}.pagerduty.com/api/v1/users?include[]=notification_rules'.format(pd_subdomain),
        headers=HEADERS,
        data=json.dumps(params),
    )

    return users.json()['users']

def main(argv=None):
    if argv is None:
        argv = sys.argv
    get_all_users()

if __name__=='__main__':
    sys.exit(main())