I used to do the online dating thing, years ago. I met some really nice guys, but I also met some real jerks. I waited until I had chatted with them online and through email for at least a couple of months before I was willing to give out my phone number. You really need to be very careful about the information you share. You may not even realize you are doing it, but just in common conversation you can give clues and flat out direct information on where you live, shop, work, etc.
I was thinking about this and it might be worth it to get a pay as you go phone to use exclusively for the purpose of talking to the guys you are interested in. That way, they won't have your main number and as you weed them out, you can block them from further contact. Just a thought, but please, be careful!