The Electronic Frontier Foundation has produced a guide for United States Citizens following the mass arrests on Wall Street and elsewhere. The specific legal rights etc are of course US specific and do not necessarily apply to Britain or other countries, but the general advice they give around phones is sensible for many people in any country, depending of course on what type of phone you have.

https://www.eff.org/deeplinks/2011/10/cell-phone-guide-occupy-wall-street-protesters-and-everyone-else

Protect your phone before you protest

Key point to remember for those with Smart Phones Think carefully about what’s on your phone before bringing it to a protest. Your phone contains a wealth of private data, which can include your list of contacts, the people you have recently called, your text messages, photos and video, GPS location data, your web browsing history and passwords, and the contents of your social media accounts.