So far all the research has shown that modern phones don't transmit with enough power to cause any problems but the first phones, like the
Motorola brick phone transmitted with 3 watts of power and actually would make your skin warm if you held the antenna near your skin.
Also the newer phones have moved the antenna to the bottom of the phone so that it isn't so close to your brain.
If you are really worried about it get yourself either a corded or cordless headset so that you aren't holding the phone so close to your head.