Oh yeah, I got those still even though I'm on the no-call registry. Normally I don't answer unknown numbers. Some I do because of having been published I check to see if it's a prospective hard print publisher I'd submitted material for. You'd think I'd learn my lesson.
When it IS a telemarketer, one of my favorite things to do is start talking to them in German. They try to play the "you were just speaking English when you answered the phone" and I keep rapping on in Deutsch back at them.
Someting else that's fun is to take on a fictional warrior persona. I prefer the "Viking Raider" for the really persistent ones. "Drunken Rowdy Pirate" is also one of my favorites. Guaranteed to get them to hang up fairly quickly after either having a good laugh, saying something defensive and rude, or in total silence.
Finally, and this one you have to be REALLY careful with: Pretending to be completely inebriated and giving them what they want. You don't want to give them any of your real information in any case, but be really careful in using any vengeance tactics and giving out, oh say, your boss's info. Many a b*****d has been on the recieving end of multiple orders of female contraceptives, fertilizer, alternative romance fiction, and adult diapers (just to name off the top of my head.)
The imagnation soars and when it comes to these people, flex that bad boy.
Of course, now I have to come up with something different because I just blabbed...