We don't get very many telemarketers calling. Two reasons; a) our phone # is unpublished (BTW, there is a difference between unlisted and unpublished) and we don't give it out indiscriminately. Ever wonder why a grocery store needs your phone number?

Me too. b) Should a telemarketer call I politely tell them to remove me from their calling list. Usually they oblige.
In the US one can file a complaint with the FCC if a telemarketer continues to call after you request to be removed from their list. Fines can be up to $10,000.
We have virtually no door-to-door sales or trick-or-treaters. Even though our house sits only 150 feet from the road it seems to be too much trouble for them to make the hike. And that's ok with me.