I've also found the fastest way to get rid of cold callers, and not have them come back again, is to ask them a whole string of increasingly personal questions... could you spell your name, please?... and what is your telephone number ? Address ? Mobile phone provider ? Credit card provider ? Bank details ? What, you don't want to tell me ? But you want me to tell you all that...
Another one is "And how exactly did you get hold of this ex-directory number ? What, your machine dialed it at random ? You do realise that's illegal here, don't you..." at which point you're usually talking to a dial tone. It does appear that many cold callers do use random number diallers, which are illegal in the UK, and they're fully aware of that.