If you do ask to be taken off, get the person's name, not that they'll give you a real one, ask where they work, and WRITE DOWN all that crap, like the date, when they called, etc. It'll help out later if you want to press charges.
Personally, the phone should be free. Tv's free, you put up with ads. Radio, same thing. Yet, I PAY for the phone and they abuse it.
Ditched my phone, only use a cell now and I don't know what telemarketers are anymore.
I had a nice incident with those a-holes who drop that bag o' crap on your doorstep each week. Eventually it got to the point of my filing a complaint with the police, better business bureau, and illegal dumping commission before they finally stopped delivering the crap (I called them 3 times and nicely asked to stop getting it)