Playing games with them will still get your blood pressure up, and if you're like me, will make you feel a bit guilty.
What works best for me is:
"I'm not interested"
But are you aware how much money you can save..."
"I'm not interested. Goodbye."
If they still keep going, I'll announce I'm going to hang up in a pleasant voice, then I hang up.
I've gotten rid of them, I've remained calm, and I don't feel guilt 1) not being able to deal with the situation, and 2) abusing someone.
This is pretty much the same thing as what troll said he does, with a little more patience. How much patience you want to have with them depends on you. They don't deserve to be yelled at, IMO, but they don't deserve any more time than you're willing to give.