Out of courtesy I try not to use my cell around others. If I'm out at any of the types of locations you mention, I keep the call short (if I answer at all) usually telling them I'm out shoping or whatever and I'll call them back when I'm not around others.

It really bothers me when people use cell phones in the gym. There is nothing more annoying than being on a treadmill/eliptical/bike etc and being subjected to someones call. If I'm in the locker room I don't even want to see a cell phone - if the person is talking or not.