My method of dealing with telemarketers and similar pests like political pollsters is to say, "Hang on a minute, I know he wants to talk to you," when one calls and asks for me by name. Then I set the phone down and forget about it till I hear those beep-beep-beeps (which my African gray parrot then imitates).
But comedian Tom Mabe is the Master. Listen to how he pranked a poor telemarketer. It's a riot.