We let the answering machine take the telemarketers. If we are home we'll listen in case it is important, but mostly we let the machine take it and then hit the delete button.
The only time I was rude to a telemarketer was back when I was 21 and at home. My dad was seriously ill at the time and Discover kept calling for my mom and she told them she wasn't interested once and let me answer the other hundred times. Well, after 2-3 weeks straight of calls from them (after she declined their invitation and then let me say she wasn't there), I told him that she already declined and that if she wasn't taking the call for the 2-3 weeks she wasn't interested and to stop bothering us. They did.