Call the tow truck because a jump start will not get you home. When a vehicle Cranks but will not Start, it becomes more of a problem that a quick charge will not take care of. A No Start can be Fuel, Electrical, or even an internal mechanical problem. Lets just go over a couple of the things it can be.
Spark plugs could foul out and on cold days cause a no start issue. But usually, a No Spark is a problem with an Ignition Coil gone bad, a crank, or cam sensor not sending a correct signal to the Engine Control Module. With ignition systems putting out thousands of volts, pulling wires and taking the shock is not the best method. Your local mechanic should have the proper scan tools and diagnostic Lab Scopes to figure out the problem without losing a couple of hairs.
Without fuel there would be nothing to burn. The proper amount of fuel is necessary to keep a 14.7:1 air fuel ratio. Lack of fuel pressure from a fuel pump not working or a plugged fuel filter could cause a no start. Also, if your fuel Injectors were not getting the correct command, they would not put fuel into your engine. With fuel being flammable and newer cars needing a computer just to see what the fuel system is doing usually roadside fixes or diagnostics are not that easy.
This is the scary one. An internal failure or a timing issue with the engine can cause a no start. Fuel burns slow and will not explode unless under pressure. Timing matters for proper operation of internal engine components and a properly running engine. The best way to not have this problem is to keep up on regular maintenance and get your oil changed on a proper schedule.
Any break down on the side of the road is a horrible experience but keeping up on your Oil Changes and Maintenance is the best way to prevent problems. Although electrical and non-maintenance things can cause problems they are not as common as lack of maintenance issues.