"Telemarketers hunting society; you get phoned, they get blown [away]. How may I help you?"
"This is KJAX 102.9 FM and you are ON THE AIR!"
"This is KJAX 102.9 FM and you are CALLER NUMBER 29! YOU'VE JUST WON $10,000!!!!"
"National Rifle Association, Anti-Solicitation division. How may I help you?" -(Don't take this in offense please, I'm a supporter of the NRA

)
"OJ Simpson speaking."
This is by far the funniest ones. Someone told me that you can best avoid telemarketers by trying to sell them something. Take the following:
"Hello?"
"Hello sir. I'm with AT&T and we'd like to sell you an offer you can't refuse!"
"And what wou'ld that be?" *act genuinely interested*
"It's our super-quantam plan. Yo ucan call anyone in the universe for only 10 cents a minute!"
"I'm not interested, but would you be interested in a super-quantam plan?"
"Excuse me?"
"It's just 10 cents a minute to call anyone in the universe. It'sd a great deal, especially for your friends on Venus."
"Ummm. sir? Venus doesn't harbor life?"
"That's why you must buy it. One day, Venus will harbor life!"
"Not for a while sir. And what am I doing-"
*click*