Depends on the situation really.

If I want the person to just shut up, I might hang up on you. Might. Keep you edge, you know, so you know you can't bore me.
If there's nothing left to talk about. "Bye". Will do.
Unless! I need to make sure the person doesn't forget something, example, "Remember, SIX o'clock. *click*."
Occasionally situations will allow fun things like, "I'm right behind you." or "Stop scratching your head." or maybe even "Oh fu- *click*."