this is sort of related, matt besser of the upright citizens brigade once had a number that was close to a helpdesk line for an ISP, and he used to fuck with the people who called looking for help with their internet. it's called may i help you, dumbass?, and it's one of the funniest things i've ever heard.
If you don't have the musical instruments to hand, you could try two of my favourites, which I've always found work:
(1) in answer to the question 'may I speak to X?' reply 'no' and when they ask why, say 'because you've been very very naughty'.
(2) the other (even more aggressive) is to say 'thank you for seeking the help of [insert you name] telemarketing assistance service. Our charge is [insert insane figure] per minute or part minute. Staying on the line for the next five seconds will indicate a legally-binding acceptance of this contract.'
I have never yet had a telemarketing person stay on the line after that.
An ex-colleague of mine used to habitually answer the phone with 'hello, this is the underground airport' which she claimed had a similar effect.
I've been having some fun lately. I like to answer "Hello?" a few times, then when they start talking, I just keep saying "Hello??? Hello???" (like I can't hear them on the other line). I keep doing it until they either give up or I just hang up.
I also like to just answer the phone (not say anything) then put the reciever down next to me and go about my business.
andrew, you just gave me a great idea...when they start talking, I'm going to try and sell THEM something.