Inside the USA, in business contexts, "(310) 555-1212" is fairly standard. However, it's not very computer-friendly; also, due to area code overlays in a growing number of areas of the US, you must often dial a 1 before the area code in any case, so "1-310-555-1212" is becoming fairly common (on the business cards of people who are more practical than formal, for example.) "310.555.1212" is also common on modern business cards and letterheads.
In international (and Internet telephony) contexts, you should specify a telephone number according to the ITU E.123 standard: the above number (Information in Los Angeles, CA, USA) would be "+1 310 555 1212".
- the national code (1 for the USA)
- the area/regional code
- the local exchange
- the local number
Unfortunately, I don't know the local/national conventions (for business cards, letterhead, correspondence, scrawling your number on a napkin at a bar, etc.) in any country but the US.
Note: The "(310) 555-1212" format is what I was taught in typing class (does anyone still take typing class?) in high school in the 1980s; it's still widely used in the US - for example, roadside billboards almost always use this format (unless the telephone number spells a word or phrase, as in "1-800-I FLY SWA" for Southwest Airlines.) It has the advantage of being instantly recognizable (in the US, anyway) as a telephone number; most of the other formats can be a bit ambiguous if seen without context. However, as noted above, I believe this format is slowly going out of fashion.