A tip is to use the locks built into your cellphone. Most cellphones come with two types of locks built in. The first is a unlock code you enter to turn the phone on. The second is a lock you can use when the phone is on to temporarily lock it; when you want to make or receive a call you unlock it.
These are usually 4 digit numbers; see your manual. By default these are normally off. The reason to consider setting up at least the power-on code is that YOU are liable for calls made when your phone is stolen! Whether on travel or if its stolen here in the USA. See http://tinyurl.com/343bz5 for an article about your liability.
If you're just going to use your cell occasionally for calls and its off most of the time, set up the first lock. If you're going to carry it around in your pocket then set up the 2nd lock so if a pickpocket gets it you don't get a huge bill!