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I always tell people calling from phone companies that we don't have a phone. They never quite know what to say to that. Other annoying salesmen get directed to the warehouse cat, who never seems available for a phone call.
The main problem I see, even with the do not call list, is enforcement of it. When I answer without looking at the caller ID first, and it's a telemarketer, they just hang up when you ask for their information, so it's hard to turn them in. I suppose I could play along to get their info, but hanging up is just easier.