This call is being recorded for laughing purposes
I've been getting quite a few cold callers on the phone recently. Now we're registered with the Telephone Preference Service so anyone calling us is either foreign or a crook as far as I'm concerned (or so negligent I don't care either way). So my current habit is just to ask them to hold the line, put down the phone and get on with my life. If they call back later, well, rinse and repeat.
I try not to be actually rude to guys who are, after all, just doing a job, however crappy the firm they're working for. An ex-colleague once lost his temper with a cold caller from somewhere in India who had got him out of the shower and had his name slightly wrong: he told the guy to fuck off. A few minutes later, having finished towelling off, he got another call: same chap asking for the slightly wrong name. When he said it was him, the bloke said "No, YOU fuck off!" and hung up. I like to think the call was recorded for training purposes, because as my friend admitted, there's really no excuse for being that rude.
This guy, though, has the best anti-cold-caller approach yet, though you would need to have time on your hands.