This happened just now.

Phone: Ring ring! Ring ring! Ring ring!
Me: Hello?
Other party: several seconds of silence
Me: Hello?
Call centre lady: Could I speak to Mr or Mrs Brown please?
Me: Speaking.
Call centre lady: Hello. It's come up on our database that your home insurance is ready for renewal. We think we could offer you a better deal.
Me: Uh-huh.
Call centre lady: Can I ask who your current insurer is?
Me: Your database tells you that my home insurance is due for renewal, but you don't know who my current insurer is?
Call centre lady: It's, er, data protection. The system sends us details of people whose insurance is nearing renewal, but it doesn't tell us who they're with.
Me: My insurance isn't due for renewal. You're bullshitting me.
Call centre lady: Oh, OK then.
Me: Bye.

I'm very happy to be polite to people who cold call, as long as they don't start that cold call by lying to me.