I hear all the long intro, usually like "My name is Joe, this call is being recorded, and I'm talking in name of Company Acme, bla bla bla". Then, when they ask me "sir, can you give me your address to pick this offer?", I answer with:
"If this call is recorded, then listen: NO, I DON'T WANT! Thank you, have a good day!" and then I press the button to finish the call.
It's better than just turn off the call: they'll return another day.