I live in Arizona and I occasionally get robocalls from one of the radio stations nearby that hosts a show by Alice Cooper. In the robocalls, Alice Cooper reads the message. To safely ignore these calls, I took the calling number and added it to my contacts. Now I know when I can ignore that number (and it does look kind of cool to see that Alice Cooper just called).
For general spammy calls, I've started using the 800Notes site to find out who called me. I also add the calling number to a contact called Scam Artist. Not sure how many numbers a contact will hold, but seems to work quite well as I get the same four or five numbers calling all the time.
Not quite as great as a telemarketing service/scam filter, but at least you know right away that you can ignore the call.
[robg adds: This previous hint explained another way to ignore repeated calls from the same number, by assigning them a silent ringtone.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20081231073835887