How much privacy you have regarding your cell phone position varies greatly by your country—and by your court.
Most countries in Europe have strong constitutional guarantees of “secrecy of correspondence,” which explicitly includes telecommunications and your right to keep it completely private. The degree to which your privacy is guaranteed varies by country, but the US, on the other hand, has no explicit legislation regarding privacy of telecommunications, and court rulings do anything but agree. As of now, it's more-or-less okay for the government to use any tracking information for criminal cases. Again, it varies greatly by the court: the rulings have been a mixed bag, and no coherent policy has been created.
This inconsistency and lack of clarity has resulted in an “anything goes” mentality with law enforcement agencies—anything to take the criminal down, or for that matter, track any civilian with the slightest of blemishes upon their records from attending a protest to knowing a few of the wrong people. How the legalities of this will turn out is anyone's guess.