I lead them on for a bit then pretend I'm getting excited and fapping. Confuses the hell out of them.
Sometimes if I'm already on the laptop I will play farmyard sounds down the phone ... especially cows mooing. If I can figure out religious leanings then the odd oink works a treat.
For UK based cold call waste of time bastards, Getting a good Hitler speech playing in the background is a comedy bonus.
Sadly I don't get so many calls now.