When I did Seven Brides for Seven Brothers last summer at an outdoor theater we had the actor playing the Parson (who was a silly, cute, older gentleman with rosy pink made up cheeks) come on stage and welcome everyone yadda yadda and then ask to see everyones cell phone. He would pull his out of his pocket and wave it in the air and talk about how cool they are while the audience fumbled for their own. Then he would sternly say "now turn it off!". It got laughs every time, and I don't think I heard a phone ring during the 10 times the show ran.
Also, I don't think I would mind the embarrassment or guilt trip to the audience aimed in my direction. Shoot, I'd even make googly eyes to the audience from the booth if I had time and it got the job done.
And having thick walls in the theatre where my cell phone didn't work would not be an option for me. I've had mics go out during an emergency and had to call my ASM on her cell to give her instructions on how to handle the situation backstage.