mostly i just put the phone down, but if I'm in the mood here are three entertaining things to try....
1. Pretend to be the Royal Family and agree to everything. The postcode of Buckingham Palace is SW1A 1AA. Then try and get irritated if they don't have King or Queen as the title in your name....
2. Get them to say who they're trying to speak to and then tell them they've just died.... it's funny it feels a bit cruel that one
3. The best one and the most embarrassing one was deciding that the phone number they'd rung was some secret MI5 hotline and repeatedly ask for their authorisation to call it. Initiate tracking and reverse identification voiceprint scans and other such gobbledygook and request the authorising officer on site. That made me laugh very hard, and then I was really emabarrassed afterwards to discover that I had ticked the box to say they could call me..
A guy I worked with had a brilliant challenge with himself to try and sell the person who cold-called him with a cold calling sales training course (that didn't exist) but you have to be very very good to get them interested.. 