First, never give out your cell phone number.  Stores don’t need to have it, your dentist doesn’t need it,  and the state shouldn’t have it.

It’s the only reason I’ve retained a land line.  I have a answering machine with the ringer turned off.  Leave a message, that’s it.

Here are some other thoughts, but only if you have a smart phone.  (I don’t)

If they get your number, change the number.  You can contact the people you really want to have your number and give them the new one.

But without carrier level blocking and especially Anonymous Call Rejection it’s a imperfect solution.