If you’ve got the paranoid itch, then you might want to invest in one of these. The Teleport 2.0 is essentially a dongle that connects your phone to your computer via USB. The included software (Windows only) does the rest, recording the call and the number dialed or received. Looks like it won’t do cell phones, but a USB to USB version would be useful.
Available here for the uncanny price of $71.12.