Here in CA, we use our cell phones, but in WDW every call would be a long-distance, roaming call (which would be really expensive). The two-way radios allow us to split up & get back together again pretty easily.
I do recommend having a set with sub-channels, as well as ones that you can mute or turn off during a show. I also really like using an ear-piece, as that way I can actually hear it if someone is calling me *and* I don't add too much to the ambient noise (the incoming signal goes only to the ear-piece).
Sarangel