Tell them you're very busy right now, but you're also very interested in their wares, but if you could have their number at home you'd be happy to call them back tonight.
Then, when they decline, say:
"What, you don't want to be bothered at home?"
(From Seinfeld)
Also, Call Intercept (Verizon) works great for 'em too. I used to have it, but no longer do, it has seemed to have done its job and now I'm apparantly "blacklisted" on the telemarketer's lists as a "no sale"...
