Generally I think it's best not to give out a third party's contact information, but as PP said there are times when most people would say it was perfectly okay, like passing a new phone number on to relatives or mutual friends. For some people the "of course it's okay" zone is bigger than with other people and for some it's smaller; I think it's hard to make a rule about it because there could be so many exceptions.
So I would say, when in doubt, don't pass it on. If you find someone who is too loose with your contact info, asking them to stop is completely polite; they may not be rude so much as they just have a different comfort zone than you. If they don't stop after you ask, they are definitely rude.