I live in MO and we have a state controlled list.  You put your name on the no-call list and the telemarketers are not supposed to call you.  It works for the most part.  After getting on the list the volume of calls fell way off.
On a related note... Do you get lots of junk mail from credit cards and banks and such?  I've taken to writing a big NO THANK YOU on the form and then mailing the whole package back to them in their pre-stamped envolope.  They can throw away the trash.
Sometimes I ever send them other poeples stuff - thought they might be want to buy it since I did not.
Try this it make you feel good.