OK, this one is very tricky. Some people decide that the field should have digits only. This is a very user-unfriendly way of handling forms. I usually don't validate phone numbers at all, for the simple reason that you cannot say for sure that it is _a phone number_. All you know is that it is in a certain format. Phone numbers can be notated in so many ways that validation is practically impossible.
If you really wish to validate something, you can either state that it should contain only numbers, or you can parse the string, and make sure the prefix starts with 00-countryCode, although a "+" is also valid. The country codes are very well known and can be looked up in a list.
In short I advise against this. Try to lookup usability advice. Maybe http://useit.com will help.
Quote from useit.com: For phone numbers, allow for international numbers containing a varying number of digits and a country code. Also, avoid stating your own phone number in letters (say, 1-800-TOO-EASY) because many countries don't include letters in their telephone keypads.