When caller ID shows anything but a number or person I know, I pick up and immediately hang up. If I am busy I just let the answering machine handle it. It says, "We screen all calls. You may leave a message." They never leave a message - so, it is basically a non-problem. :)
Solicitors often use a machine to call, then a real person to call again if you've answered the first call. Also political orgs often call in the name of their opponent (through caller ID) to create anger against their opponent. Makes Democrats out of angry Republicans!