There's an internet list floating around with some great lines ... but I only remember,and use, two.

One, whatever they say, ask, "Why?". Nothing else.

or

Two, tell them you're terribly interested but don't have time to talk to them right now. Ask them for their home number so you can ring them in the evening, to which they'll obviously reply that they don't give out personal numbers for business, and you can say, "Then don't use mine, please."

Works for me.

sian