First, as soon as I can get a word in while the telemarketer is talking I say, "Can you explain something to me?". The telemarketer says something like, "O.K. What?" Then I say, "You're talking to me through the living room lamp. How are you doing that?" If they insist they're not talking to me through a living room lamp I demand they hand their lamp over to their supervisor so I can talk to them.
When all else fails I move about a foot away from the phone and do a fake voice like I am an orderly at a mental health institute asking the patient to get off the phone and then I hang up.
So far none of those telemarketers have called back a second time.