Most Cell phones have a small rubber plug somewhere that when removed exposed an external antenna connector.
That was more true in the past, but is less common now. As cell phones cover more and more of the country, there is less need for an external antenna. If nobody uses the feature, the cell phone manufacturers can save a few bucks and some space by leaving the connector off. I am not saying that you can't find one. But, if you do not specifically look for that when you go shopping, you probably won't get one.
My last phone, Motorola Nextel i95c had a connector. My latest, Motorola Nextel i560, does not. I am getting a new Sprint phone in a day or two, but I doubt that it would have a connector.
Note that there are external antennas that clip onto your existing antenna, or velcro to the back of your phone. These would obviously not work great, but probably a lot better than nothing.