Big surprise: he doesn't like them. In fact, in one recent speech, he humiliated a woman in the audience whose phone went off while he was talking. Here's Hanna Rosin in the Atlantic last year:
In Iowa, Giuliani was up to principle No. 2 ("Follow your hopes and dreams") when he was interrupted. From down in the audience, just beyond the stage, he heard a cell phone ring. He stopped in the middle of telling a story. "It's okay, you can answer your cell phone," he said. "You won't interrupt me." The woman whose phone had rung was mortified; he had just embarrassed her in front of 18,000 people.
In the "town hall" meetings he used to conduct as mayor of New York, through a radio show, Giuliani was not known for his good-natured populism. He was known for making fun of constituents who called him with what he thought were petty problems. This is the dark Giuliani, and here he was, making an unwelcome appearance. He shifted to a long digression about the scene in Dr. Strangelove where General Buck Turgidson answers a call in the middle of a crisis and whispers sweet nothings to his girl on the phone, as the nation's political and military leadership looks on impatiently. "Just tell him you love him so I can go on with my speech," Giuliani said. No one was laughing. Giuliani actually waited for the woman to hang up. Then, after a painful minute or so, he was back in candidate mode, talking about Vince Lombardi and the mind of a champion.