Two key tips (which have probably been mentioned already)
- Inform your phone service provider that you want to opt out of cold calling and they are obliged to log this information and other companies are obliged to respect your request.
- If/when they call even after doing that then ask for the name of the company and note it down then tell them you don't want them to call again. If they do complain to them and to ComReg since they are acting illegally (unless you already have some dealings with them).