Sometimes. Depends on the building, depends on the topography of the area, depends on the frequencies your carrier is using, depends on the equipment your carrier is using in nearby cells (this can vary widely from area to area even with the same carrier).
Have you modded the phone at all - flashed custom roms/kernels/etc, specifically have you flashed different modems or RIL's ? If you're running the modem that was on the phone when you bought it (or a modem that came bundled with a stock rom released by your carrier if you've done OTA updates), it's either:-
A) One of those carrier-side issues or
B) A hardware problem.
And as Banjara said, the only thing you can do about A (the solution to B is obvious, take it to a mobile repair shop or Samsung service centre) is to try flashing different modems to see if that improves things. If you're already running a modem bundled with a stock rom released by your carrier however, trying modems released with stock roms released by other carriers/in other countries is unlikely to improve things much (if at all) for a very simple reason.
Modems bundled with stock roms released by your carrier have been (one would assume this is the case with all carriers at any rate) tested so they work for most people on your carrier's network most of the time. If you're getting poor connectivity with one of those, switching to a modem meant for another carrier's network probably won't make any difference.
So...Where you go from here depends on your answer to the question I posed in para 2.
If it's important enough to cause you grief if it's lost, back it up. No excuses
Trolling for thanks is lame
Does Samsung's auto-brightness implementation crap drive you to self-harm ? A solution !
Failure to search is the leading cause of male impotence on XDA
If you don't know how to recover if things go wrong, what are you doing flashing custom roms ?