Hanging up didn't work for me...they just kept calling. I finally got fed up getting calls even on Sundays.
This is what worked for me: I interupt and say "Let me save both of us some time. Please take my number off your call list." This may take repeating.
If they continue to try and "sell" I ask for their name and then ask to speak to their supervisor.
If necessary I tell them (more forcefully) that I have repeatedly asked them to take me off their call list. I know my rights and if I get one more call from them, I will consider it harrassment and they WILL be reported.
Now of course it doesn't always work, but since taking this tactic, I've cut down considerably on the number of telemarketer calls.
Good luck.