They aren't very private, at least not from the government. We need protection for cloud data, local data, and location data. Current options: don't use your phone (unrealistic), encrypt your phone (possible), use better passwords (open research problem).
Feature: My smartphone, the spy: protecting privacy in a mobile age
Around the turn of the century, the FBI was pursuing a case against a suspect—rumored to be Las Vegas strip-club tycoon Michael Galardi, though documents in the case are still sealed—when it hit upon a novel surveillance strategy.
The suspect owned a luxury car equipped with an OnStar-like system that allowed customers to "phone home" to the manufacturer for roadside assistance. The system included an eavesdropping mode designed to help the police recover the vehicle if it was stolen, but the FBI realized this same anti-theft capability could also be used to spy on the vehicle's owner.