Here's what I do:

When shopping in a store, unless an item is very expensive and important, if a merchant/other requests my telephone number I don't argue, I give it to them.

But what I do is merely add one to the last digit! Give them a wrong number and they'll never call!

I've only gotten one telemarketing call in nearly three years. (I no longer use a land-line either, if that makes a difference.)