Just a nitpicky note, your movement will be tracked by ANY cell phone regardless of whether or not it has a GPS. The phone company always knows what particular tower you're connected to, and can often triangulate between towers. That's how they bill you roaming charges. No, they don't know your location down to the meter like a GPS transmitter would, but it would be accurate enough to have a good idea where your commute takes you and where you go on road trips, if they were inclined to crunch all the data and dump it into a mapping program.
There are some places, like Indonesia, where you can buy prepaid SIM cards from street vendors and not have to give your name or show any ID at all, but if you have a phone contract than there's no way around them having your name and knowing where you are. Now whether the company does anything sinister with that info (well, more sinister than extorting exorbitant, completely unnecessary "roaming fees" anyway) is a different story.
If you have an Iphone, there's a good chance that not only your phone company but also Apple know exactly who you are and where you've been. And I would place good bets on them doing the sinister stuff.