I have a little side hobby of messing with these scammers. I'll collect phone numbers and get them to connect to VMs with all sorts of nasty surprises. Used some third-party software to launch GNAA's Last Measure (a browser-crippling shock site with all sorts of nasties) whenever they open event viewer or cmd.exe. Voice changers to pose as female or so they won't recognize my voice after multiple calls, throwaway skype and gmail accounts, leaving nasty pr0n on the screen, the list of tools for ruining a scammer's day is endless.
Sure, it's an indicator that I have no life, but every minute that I tie up their phones is a minute that they're not ripping off people that don't know any better. And it's quite hilarious.