I find it more amusing to waste their time for coming to bother me, but I do know the feeling sometimes its better to be left alone.
I had a guy call me the other day trying to sell me LED pen lights with my company name on it. Kept asking to see a sample, as in send me a free sample in the mail, take a picture and email it to me or give me a website to see what I was going to get. I was really going to buy them from this guy, but kept on pissing me off when I asked for a sample and was told several times that I would like them without seeing them.
Finally went online while the guy was on the phone and found them on another site, and I started to beat him up on the price. The guy finally hung up
Best part is when you make someone go away like that, they won't follow up with you or bother you again.