yea that's about the only downside to that. I mean it's not like i suspect the german stasi or the government from hellgium to be tracing my every step (possible ofcourse since they always seem to fail to find the real terrorists so they're either doing nothing or looking at the wrong people constantly) it's more like the depth at which this thing is used. Last time i looked up the open and closing time of the nearest supermarket i saw it said not only peektimes per hour but also how much time people spent in there on average. That shows they track you down to the meter where you stand using satellite maps to map the flow of the populace in about every part of the world that has cellphone reception all at once
If that's not enough i read a book once (well audiobook) named brandwashed written by someone who has been an expert in the field of marketing for , i think a whole career lol, saying that there's actual smart tags in modern supermarkets that will like discount one cent of five cents from the price of an article if for instance you clicked "like" a lot on facebook on ... on whatever like snickers or budweiser and you pass by the tag adjusts so you get the feeling ITS YOUR LUCKY DAY and buy some "while its on sale" ... now as far as privacy goes, those people claim that as long as they don't use your name thats okay, but i dont know if that is :)
the new EU laws should fix that but i doubt it, the lobby will find a way around like they always do.
So a lot of the time i just leave the phone home and my actual phone i use for making calls is a 15 euro samsung that doesnt even have other options that calling and sms, no cookies no nothing.
But as you say the hard part is finding them, ive been thinking about getting one of those keyhangers you can use to whistle at and that makes a noise when you do 
You can never be too careful with cell phones. As silly as it sounds when we talk about our research we turn off our phones, take the batteries out and place them in a box that is in another room. Might sound silly but we know that even if they are off they can listen and the phone hold residual power. A friend of ours told us that he knows we are being watched...I have my doubt about that but we both agree our safety is first. After all we do live in a country where people that learned things have disappeared. I don't think we have stumbled upon any big secrets so to speak. A lot of the subjects we look into we do not write about, I personally have a little guideline that I go by, if it is hard for me to believe even when I have seen proof then I am not going to write about it.