I don't have much use for a cell phone, but between occasionally needing one for work and having a car prone to breakdowns, got one about a year ago. I wasn't going to use it much, so I went with a prepaid, 18c/min plan with no monthly charges. About a month later, I started getting unsolicited messages and phone calls, and being on the plan that I was, this was costing me quite a bit.
The first thing I did was put the number on the Do Not Call registry, and also file complaints about the specific numbers in questions since even if a cell number isn't on the registry, telemarketers aren't supposed to call it anyway. This got tedious after a while when the calls didn't stop.
I started a policy of not answering the phone if it was from a number I didn't know. This led to some social problems (i.e. people calling to tell me they got a new number) so I changed my voicemail to reflect my policy. This took a turn for the worse when Virgin (my carrier) started charging to access voicemail, but it still wasn't as bad as the number of minutes I'd have to spend answering junk calls.
Just today I found this site which is a sort of directory of known telemarketer and other problem numbers. It's earned a spot in my main bookmarks folder, and it's something I'll definitely be using often.