In general, the first few dates are about information gathering, and even the most seemingly trivial matters can influence future dates. If she's discussing a recent dinner date with friends, learn about the kinds of foods she likes---and doesn't like---by asking a few questions. Learn about her family and remember the name of her brother, her cat, her closest friends, so you can ask after them later. Showing interest in her world can increase your place in it.
Do not drive, text, channel surf, chat online with friends, wash dishes or do anything other than sit and talk with the person you're interested in. This is particularly important during the first few phone dates. Imagine you're on an in-person date during your conversation and give him your complete attention.
If she asked you to call her at 3 o'clock on Saturday afternoon, call her then. If she set the time aside, so should you. Being reliable for a phone date shows her you'll show up in other ways as well. Waiting three or four days to return a call doesn't say you're cool; it says you're not interested in her.
There may be one or two deal breakers you'll want to know about right away (e.g., Is he married? Does he have children?), and that's okay, but don't pepper him with queries about his most personal details in the first few conversations. Find out information by getting him to tell you stories, instead of asking him simple yes or no questions.
Leave room for her, but hold up your end of the conversation. She's interested in getting to know you too, so open up. If she relates an embarrassing tale about her childhood, tell her about the time you fell off the monkey bars when you were trying to impress a girl. Make a list of topics you can discuss and refer to it during your conversation to alleviate awkward pauses.
If you're smiling, he'll be able to hear it. If you're lying down with a cold towel over your forehead to ward off last night's hangover, he'll hear that too. Put your best face forward, even on the phone. People pick up more than you might think, especially when they're interested in you and paying close attention.