I, too, use caller ID to screen my calls, but indeed, some still come in as "unknown" that turn out to be people I want to talk to, family and friends.
As for telemarketers, I did sign up on that do-not-call list that went out to the public sometime last year, and it did help. I get much fewer soliciting calls now. When I do, I am polite but firm, cutting them off at first sentence with a request to put me on their do-not-call list. No ifs, ands, or buts. Other than that, I realize the messenger is not really the one I wish to nab. But once I state this, I hang up.
Zee