Drug dealers have known for years about untraceable cell-phones. One brand in the US is (strangely) called "tracfone". You can buy one for $20 cash, and, since there's no contract, it's way more difficult to link you to the device and therefore more difficult to track your movements.

Also, I don't think proprietary software is a moral issue. People should have the right to make and buy something non-free if they wish. I do admire Stallman's principled lifestyle, though.

Finally, it's interesting that Kevin Kelly (former editor of Wired), in his awesome book "What Technology Wants", also makes the case for not owning a cell phone, but for different reasons.