I too have caller ID if they don't leave a message I google the number you would be surprised what you can find out.
If what I find out is nothing I want then number is added to my call blocker.
Sometimes if I'm bored I'll pick the phone up but they usually end up wishing I hadn't
If I'm in a bad mood, they get called every name in the book.
If I'm in a good mood, I'll sometimes play along with whatever they are selling/pandering.
Twice I've had my wife laughing hysterically and in tears from laughter. Once with one of those 'Windows security' calls where I spoke broken english and with an accent for nearly 30 minutes with whoever was on the other end. And again with a window salesman when I was constantly telling him we didn't have any windows and I had bricked them all up.
The windows help line is the easiest to mess about with.
I either stop them after a short while and ask at what point did my PC give out my name and phone number or could they call back tomorrow so I can go out and buy a PC.