yeah there's a funny campaign called the "please hold" campaign or something. basically when they call, you say "please hold" and go do some chores... maybe check in once in a while, and hopefully you can keep them on the line for 10 minutes. if everyone did this, the telemarketers' # of calls per day would be so shitty they'd go out of business.
also, another thing you can do is to scare the piss out of them. when someone calls have your girlfriend or wife screaming the background and tell the person that you just tried unsuccessfully to flush her abortion down the toilet...