1. Make your own ariel

A simple method which involves cutting a 20cm piece of insulated wire and wrapping it around a cocktail stick to create a home-made antenna.
Strip off a few mms of insulation and remove the rubber plug in the antenna port. Then plug in the wire and tape the coil onto the top corner of the phone leaving a few cms to pick up the signal.
Not the most fashionable solution but very effective.

2. Reinvent the tin-can telephone

Solder two large tin cans together and use some copper wire to attack to the antenna port in the phone.
Although this looks slightly odd it can raise the number of bars by two or three levels.
Best kept in the boot of the car for emergencies in the great outdoors rather than walking down the street,

3. Take advantage of stationary

A simple paper clip can make an excellent makeshift ariel. Stretch one arm of the clip outwards and use plyers to bend a section of around 2mm.
Simply plug this into the antenna jack and tape down the remaining parts of the paperclip.
Effective for such a simple solution

4. A new use for twisty-ties

This is the most simple of all the methods. Take a twisty-ties (those bendable strips of coated wire used to secure bin-bags) and wrap it around the areil of your phone.
Tape around to secure it and watch your signal level rise
Cell Phone Trick - Funny bloopers are a click away

5. Keep your battery charged and take time to look around

Although your battery may look strong enough to attempt a call it actually requires more power to find a signal. If you find you are having signal problems, try to keep your battery charged to 2 bars or higher. It goes without saying that it is easier to pick up a signal from outside. But If you are having reception problems on the street try walking to the nearest junction as they typically have better coverage.