If you need to find the owner of a particular number, you have a few options. If you rarely get calls that refuse to leave a message, you may not care about such calls.
Enter the number into the box on this page and you're there. If you decide that doing the legwork is the way that you want to go you will have to decide which resource to use. So why do they exist but the same isn't possible for cell phones?
The more information you can provide for the search engine the faster you will be able to get results. All you need is the person's first and last name to get a number. When using white pages for reverse phone lookups, remember that not all databases are created equal.
Go for it. But if you want quick and absolutely reliable results, go for the paid services that provide directories for cell phone numbers.