BEFORE anyone reads this, tries it, and gets all nervous over this, MOST PEOPLE DO NOT NEED TO WORRY ABOUT A BUGGED CELL PHONE.

Okay, now that the boldface is out of the way…..
How to tell if your cell phone is bugged. 
I would not reccomend this as a definitive test at all, merely one of those “what-if’s.”

http://lauren.vortex.com/archive//000202.html

 If those of you (spies, diplomats, etc.) who actually worry about this stuff are reading this here, boy have you come to the wrong source, although we do offer a fully functional (and random) tech blog.