Power off the phone completely.

Snowden proved this isn't always possible. There are phones that have their baseband radio continually powered on even if the main application OS is shut down... further complicated by the fact that most batteries are no longer removable (especially outside the EU).

Also, it's possible for the baseband to have its own physical connection to the device's GPS, mic, camera etc. that it can use even when the main OS isn't running. Coupled with proprietary blackbox radios known to have intentional weaknesses and sometimes backdoors... it's basically never safe to have a phone on you, period.