Telemarketers used to call us all the time in NJ, if we were bored, we'd have some fun with them, if were were in a rush we'd say "this is a fax line" (Mom's idea) and since this response wasn't in their practiced book of things that are said like "I'm not interested," they would trip up and let you off the hook.
A related story:
There are student elections here at Leicester University this week. The fan clubs of various candidates have been very active in getting people to vote for their mates, by way of accosting you as you walk by. Not unlike telemarketers. I'd tell them "I'm not a UK citizen so I can't vote," and they'd go, awe and let me off for a second, only to come running after me "Wait!! you *can* Vote, the day is saved!!" Am I evil for getting a kick out of this reaction?
Your only real defence is to say that you voted already by getting one of the "I've voted" stickers from someone who voted already.
I happened to notice another sticker that looked very similar, but not quite the same wording as the former sticker. I would just point to the sticker, get a yard or two away from them before I heard footsteps and a "Hey wait, what did that sticker say?!?!"