I say "not interested" and hang up.
Door-to-door solicitors get the same treatment. "Not interested" and close the door.
The ones that really irk the crap out of me are the "Please hold the line for an important message." I get those at work a lot. I'll transfer them to a different line and put THEM on hold. Indefinitely.
Actually, come to think about it, I did fall for those a few times in the beginning, thinking it was a long-distance operator with urgent family news or something.
After a few refrains of "Hello, this is Neil, have you heard about our wonderful product..." I learned better.