I'm with WYSIWYG on this. It's a lousy job, no need to waste your time and their's. I just say "Sorry, I'm not interested" and hang up. The more calls they do the more they get paid (and little enough), so I reckon I'm doing them a favour in not taking up their time with smart-arse wise-cracks which they've heard hundreds of time.

The only person I knew who did one of those jobs, for a short time, was about the kindest and most decent young person I've ever known. Any time I might feel like trying to give a nuisance cold-caller a hard time, I think of her, and just hang up instead.