I've had this problem in many different places I've lived. Often, it's been times when I've got some high gain pedal on, or when I had my old crappy wah that was like an antenna. It used to pick up religious broadcasts on AM. It was awesome.
Having shielded and properly grounded components obviously goes a long way to help with this. Sometimes when a vehicle passes by that has a boosted radio (illegal or not), this can creep into your signal as well. One town I lived in, my stereo used to pick up this one cop car. It would come right through the loudspeakers, even when all the components were off!
I'm not sure about what I'd do with a cell phone service provider next door. Go to humbuckers most likely.
On a slightly tangential note, I had a set of the DiMarzio Virtual Vintage pickups in one of my strat style guitars, which was supposed to sound just like a vintage pickup, or something like that. They worked as advertised, they were definitely less sensitive to interference, but they had this really, really high pitch thing going on that would make my ears hurt after ~40-45 mins of playing or so. Swapped em out for a set of Fralins, which were noisier, but sounded to my ears more than twice as good and non fatiguing. I'm sure there are tons of people that have had much success with the stacked single coil designs, though. FWIW.