When I am writing SMS in some existing thread, the SMS is going to be sent to number from which the last SMS came.
But if the contact has more than one number, how can I choose different phone number?
You can switch phone numbers in SMS thread.
It is same procedure as you would switch to some online IM channel - use little button with two arrows on it. It is located at the bottom right corner of the screen, in the application bar. When you tap it, SWITCH TO page is shown and it contains link more phone numbers which (after tapping) reveals other contact's numbers.
This is working supposed the contact has more phone numbers.