I resisted until my business partner insisted and the company bought me one, which I still have. I just recently got in trouble with a good friend over it though -- she is very much into the cell phone thing, and culturally, she considers it rude that I don't get back to her quickly -- she says the longest reasonable time is a return call that same day. I, on the other hand, feel like someone calling doesn't obligate…
It's the same as if you had a landline, bought an answering machine, set it up, and never listened to the messages. Then you blamed your friends when they got upset about that. That would be rude. Not because of the technology per se, but because you're telling your friends that you can be reached via cell phone, but then you disregard the time and effort they put into reaching you. If their time and effort really isn't worth the courtesy of you meeting them half way by looking at your cell phone once a day, then either they're not your friends, or you're a jerk to your friends.
A solution is simply to tell your friends that your cell phone is for business use only, and offer them other ways to reach you. But to give out your phone number and ignore your friends when they follow your own directions is not polite.