Yeah, it's subtle. There are friends I can call out of the blue no problem, and others that I definitely need to text first. Generally determined by how well I know them, or in what context I met them. If it's someone I haven't called before, I'd consider it rude to just call them without texting first.

And, obviously, in a work/professional/commercial setting it's always OK to call if they've given you their number. It feels weird, but it's OK.