Also, if you have excellent reception you can say 'I have full bars' or 'I get full bars'
There's no signal here.
I don't get a signal here.
There's no reception.
I don't get any reception.
I have/get zero bars here.
I think nowadays where cell phones are so common, if you are talking about reception/bars/signal/coverage, you don't really need to say 'cell phone'. In a situation where you might be talking about a laptop and you need to clarify, basta dizer 'phone' or 'cell'.
http://www.youtube.com/watch?v=h36im8lDww4