My two best friends have cell phones, as do I. I do not have *their* numbers, and they do not have mine, because we leave messages at the home line instead. So if my best friends do not have my cell, I'm certainly not going to feel obliged to hand it out to businesses.
I don't give out my home phone to businesses, either, unless I really want them to call me. When pressed for a number, I've just responded, "I don't give out that information." I usually get a "Oh, but it's just for our..." And I interrupt with a smile and say, "I don't give out that information." Were they to press or tell me it's rude to not do that, I'd be tempted to say, cheerfully and politely, "No, what I'm being is inconvenient. That's different."
I don't put my information down without good cause. Filling out doctor's forms with DH a few weeks ago, I had a hard time figuring out what my birthdate and social security number could possibly have to do with his treatment, so I asked the receptionist for what purposes this information would be used? I was told, "Oh, we just collect that." And I pressed a bit: for what reason is it relevant to DH's treatment? When she had no answer, I smiled, thanked her, and put N/A (not applicable) into all the spots that asked for private information unrelated to his treatment.