Pain in different flavours
In New South Wales Australia the gov's "Do Not Call" register works well, you put your name on a list and all cold call and marketing companies have to use the list to remove you from their database or prevent their system calling that number. It works for mobile numbers also.
If you get a call, they will check your number to confirm the situation then after a couple of warnings will fine the offending organisation.
Australia has also made it illegal for unsolicited junk-mail to be sent to Australians from Australia.
While we get a little bit from businesses we use, we generally can control that with account options.
One trick I had from my mobile service provider was to say I had a missed call, but when I rang to check my voicemail, it said the caller left no details, so no follow up. I had to disengage all voicemail on my mobile, telling friends and colleges to SMS a small message in lieu of voicemail.