One thing I have always done is to get their information, let them know that I DO NOT need their phone number (especially since they have gotten clever on hiding them since caller ID) and let them know that they are being reported to my State's Attorney General, the Better Business Bureau, and to the Federal Trade Commission as well as to the Department of Justice since I have the Do Not Call. I rarely get a second call. A cop told me to blow a whistle into the reciever WITH OUT warning. DON'T HAVE YOUR EAR TO THE RECIEVER AT THE SAME TIME THO. He said that if they don't get the message of "no thanks" then they need the gentle persuasion of the whistle. They get your name from the phone book, and from the county records of home sales.
I also tell them that my mommy and daddy are having sex, or taking a poop, and can't be disturbed.