EMF exposure is a reality, it is not healthy. why do you think cell phones come with recomendations to keep then certain distances from your body while in use. in case you didnt know, in general a cell phone turned on and in your pocket is closer than recommended.
if the government has found issue on a large enough scale to make these restrictions, than you can bet there are some people that are much more sensitive. also the governement only acts on things that have a negative affect in a short time. the jury is still out, more like locked up, on long term exposure. there is significant evidence that people that live under high tension power transmision lines have notably high rates of some cancers and other ailments.
so if someone feels the need to protect themselves from potential harm, who are we to poke fun at them. we might be the idiots with tinfoil hats ignoring the dangers...
myself, yes i worry about them, but there is so much other emf polution in our world, and the ability of using mobile devices has made my life simpler and easier to go mobile. i try to limit my exposure to local emf, i leave my cell in the car on a holder and try to use speaker phone when i can or earbuds. i feel better mentally that when i am out in the country i know i am not getting the exposure i would get in the cities. a faraday cage does not really protect you from the emf, it does balance it around you to an extent. it may be possible to have a grounded faraday cage that might "drain" some of that energy into the "ground" but it is not something i have explored. if you are seriously concerned and want to know more about the EMF around you there are hand held meters you can buy and carry with you to help find areas with less exposure.
good luck, i think hitting the road and getting away from the big metro areas is a great step to less EMF