LOL, here in the UK we have a system called TPS (Telephone Preference Service) which is a great free service where you register your details with them and any company cold calling BY LAW has to go through these guys to make sure your NOT on their list. It's great until you read the fine print where it says they can only regulate UK calls and NOT oversea's calls - which basically accounts for 99.9% of the idiots who call us!!
Normally what I do is this ... if I can be bothered then when someone phones I'll say "yeh, sure I've got time to speak to you, just hold on two seconds would you, until I stick the kettle on and make a coffee then I'll be right with you". Normally this has the desired result, but if it doesn't then I'll start singing the British National Anthem in the background, again, normally has the desired result. If they are true die-hard telesales, they'll stay on the line, and that's when things normally get quite interesting - I'll question everything they throw at me ... it's that usually that makes them see I'm just wasting their time. If I can't be bothered, I'll ask them for their house telephone number so I can call them back at a time that's inconvenient to them - I've never had anyone give me their number yet, but again, it usually has the desired effect!!.
Failing that, just simply leave the phone off the hook, they'll get the message eventually