You can reduce the number straight away by registering with the Telephone Preference Service - if you click here you will find details of how to do this, as well as other tips for dealing with cold calls.

Otherwise, it's best not to share your contact details too readily. Not everyone wants or is able to be taken out of the phone book, though doing so would certainly help, but you can avoid filling in more contact details than you need when filling in forms, for example. I never fill in any field on a form that isn't a required one. Likewise, try to avoid giving out contact details on the internet, as a good many people will see them.

If a cold caller does get through, you can make sure they don't call again by giving them no encouragement at all. Make it clear that whatever they are offering, you don't want it, and in fact I usually ask them not to call again. It may at least mean that one company will cross you off their list.

You'll find more ideas in the above link.