It depends on your phone...Iphone? still pretty secure, although I know from my friends at Apple that it's an issue they are getting more concerned about.
Android, Symbian, all major platforms are now being covered in the same way you protect your PC.
The link is just one example, and I'm pretty sure we will all be paying in the same way we pay for our PC antivirus and antispyware products. My Iphone is not covered, but I will be taking steps as soon as Apple release products (and they will I'm BETA testing for them @ the moment) Being sensible about what you do with your device is good policy, more thaqn ever.