One thing to keep in mind, kids. When the FBI (or CIA or NSA or whoever) wants to track your location by your cell phone, they don't have to send you a text message telling you it's happening. And their track record about, you know, actually respecting your constitutional right to privacy when they lack any probable cause to put you under surveillance... it ain't so good either.
Most of us need not worry; the government does not care where we go. But if you're, say, Cindy Sheehan... you might want to consider turning off your cell phone when you visit your friend's house. Or, better yet, leave it turned on - and leave it at home.