Also, the shadier ones are happy to sell along your number to whoever else might want to call you. Don't mess with telemarketers, it is funny for about 10 minutes and then you'll face the Wrath of the Cold Caller for weeks to come.
And many calls (especially the ones where you answer and there's a silence before a recorded message) are kind of recon calls, you answer and you're added to a list of idiots who answer phone calls from unknown numbers.