Wireless networks are designed to prevent others from listening to your cell phone conversations or reading your text messages. They are based on standards, such as GSM for example, that set very high levels of security for both network operators and equipment manufacturers. The SIM/Universal Integrated Circuit Card (UICC) included in every GSM handset enables the phone to encrypt, or scramble, all of the wireless communications for calls and text messages. That means anyone attempting to intercept that phone transmission would not be able to listen to the call.
Be aware though that U.S. law requires that all telecommunications carriers and equipment providers enable government law enforcement agencies to conduct lawful surveillance when needed. This requires a court order, the cooperation of the carrier and very specialized equipment.