If they're sending you purple tells, then you can macro the auto-blacklist to replies. If they're doing the /sh so that a whole zone hears it, they're probably standing by a aetheryte, so just walk up to them, click them, and block them.

Blizzard Square Enix recently did a temp-ban wave for anyone over a few million gil on non-legacy accounts. Supposedly, they're going through each account one-by-one to see if they aren't RMTing.