Enjoyed this thread - some really funny comments. Keep up the good work.
I've tried two approaches, both have some interesting effects, but usually it goes quiet at the other end - here they are:
1.) Caller: "Hello, have you worked in industry, which was noisy?
Me: "How did you get this number, it's on a restricted list, and is constantly monitored"
Caller: silence, and then click..
2.) Caller: "Mr. ?? - we are just ringing to say your computer is throwing up errors, and we need to log in and update the security...."
Me: "Pronto?"
Caller: "You have a problem with your Windows computer"
Me: "Mi dispiace, non capisco, sono in vacanza dall'Italia".
Caller: silence, and then click.
Mind you sometimes the Windows ones are more persistent, so I then use the ... 'just a minute while I get a pen ploy.