I have used 2 different approaches. First one, I'd listen for a short while. I'd make sure I heard their names. Then I'd stop them. I would "grade" them on their presentation. I'd say things like "you got 7 points for friendliness", "4 points for getting your business across". I'd just make stuff up. They would be so flustered I would never hear from them again.
Another approach was telling them right off that I was recording the conversation and any thing they said could be used in a court of law. I would politely say "please remove my name from your list" I would repeat it until they hung up. Both worked for me and I have to admit I had fun doing it. I was funner to mess with them, rather then to get super annoyed and upset with them.