This is easy to implement as the URL spec allows for telephone numbers which all the latest mobile browsers can use.
Here it is:
<a href="tel:5551234567">Call (555)123-4567</a>
One click should open the phone dialler and input the number to be called.
Too easy! Well, yes there are a few concerns...
What happens if you see this page on a desktop computer? You click the link and nothing happens (which is why I've included the number in the link text).
Well you could hide this link using CSS in the following way:
<a class="mobilesOnly" href="tel:5551234567">Call (555)123-4567</a>
CSS for non-handheld devices
Another problem is that on desktop computers Skype is a big player, and they use the non-standard spec of callto as follows:
<a href="callto:5551234567">Call (555)123-4567</a>
so now we have the battle between callto for Skype and tel for mobiles.
Another thing to look out for is that this will only really work for local websites. So for a website with a global reach, the usefulness of a telephone number on the page is limited (think of all those different international dialling codes), but for a local store the benefits are massive.
And my last concern is unscrupulous marketers harvesting phone numbers (especially mobile numbers) in the same way as email addresses to spam people with SMS ads.. but that's something to look out for just round the corner.
If you're interested in optimising your sites for mobiles then look at my previous post about having multiple versions of the same site and design trends for 2011 which are driven by mobile devices.