"Do not call here anymore" is incredibly polite IMO. I usually begin by screaming "How the (expletive of your choice) did you get this number???" Then I demand to be put through to a supervisor. I complain as loudly and as time-consumingly as I can, I often demand their addresses and occasionally I threaten to sue. I have caller ID, and when I catch them hanging up on my answering machine (which they do), I call
them, and read them the riot act. That can be fun, though usually, they are very polite if you call them....If they call from a blocked line, my machine reads them a message telling them not to call and letting them know they can't get through. In this country, some people have successfully sued for thousands of dollars for harrassment. Unfotunately, though, the telemarketers always find loopholes.