I recently blogged about using a technical solution to stop nuisance calls - the BT 8500 phone. In case you didn't read that post, it's a phone system that you can program with your favourite VIP numbers, you can block certain calls (like overseas calls) and anyone who isn't on the list has to announce themselves before being put through.
It's been an amazing success. The phone only rings at once if someone is calling from one of the numbers that I've specified, otherwise it stays silent. If it's an unknown number, or number witheld the caller announces themselves, and then the phone rings - I pick it up and listen to the person, and decide if I want to talk to them, block them, add them to my list or send them to voicemail. In the time that I've been using the system I haven't had ONE nuisance sales call, there have been no 'We're calling from Microsoft technical support' - absolutely nothing! Yet when I look at the list of calls that haven't rung or come through to me, there's several every day - almost certainly sales/cold calls.
If you're plagued by these things, I'd really suggest in investing in the phones - they're not the cheapest on the market (a set of 3 I think costs about £90) but they're worth it.