Goofing with telemarketers is fun. I especially like it when they call to conduct a "survey." I tell them, "Just a second while I get a piece of paper." After about a 20 second hold, I say "I'm back. Now first, I'll need your credit card number." They then usually ask why I need that, and I tell them "I charge 50 dollars a minute for taking surveys, and the clock is already running." Often they say "We don't pay for surveys" or somesuch. To which I try to talk them into paying me, telling them I'm a professional survey-taker. Usually, if they haven't left by then, that gets rid of them...
The funniest telemarketer call I've ever heard though was this one, done a long time ago...
http://www.youtube.com/watch?v=rBfsdkGeMc8