The short, definitive answer is: if it generates electromagnetic (EM) radiation (or signals of any kind, really) then it can be potentially sniffed.*
Whether it can be tuned-to, decoded, decrypted, and formed into a cohesive information stream within a specific budget using well-defined tools and techniques is another matter entirely.
So with your example of cell phones, the answer is yes. They can be sniffed. You require specific equipment OTHER than a general laptop computer with a 802.11 wireless receiver ethernet card because cell phones operate on a variety of different frequencies. Ever wonder why your radio, GPS, television, cell phone, and wifi all operate quite happily in a confined space with one another? This is the beauty of carving up the EM spectrum.
Even if you happen to get a tunable EM receiver, you may still have problems trying to sniff the traffic because of other characteristics in how that EM wave is built. Once you figure out how the wave has been built, you then need to figure out the underlying coding scheme, THEN figure out the protocol, THEN figure out any encryption built on top of that protocol, etc., etc.
When it comes to investigating interesting signalling schemes, you'll find some pretty smart people over at 2600, for example. I'm sure other people can point you at other resources as well.
*Read up on something called "TEMPEST" attacks for really interesting signal sniffing allowing you to, say, recreate the image on someone's monitor from afar or discern the password they type on their keyboard. These are extremely difficult and sensitive attacks, but theoretically possible and highlight that pretty much anything that uses electricity, makes a noise, creates a vibration, or otherwise can be detected and analyzed.