Here's a thread on avoiding some of them. Many phones have call blocking, so you can block if they call more than once from the same name/number. You can also create a "white list", etc.
Frankly, I would not antagonize a telemarketer. They have your number, you don't have their number. I simply say, "please take me off your calling list, goodbye" and then hang up to all telemarketers. If I see the same number twice, it gets added to call block.