My strategies with Phone Scammers:

Scammer: I'm calling about your electricity bill...

Me: Sorry, but we don't use electricity... (hangs up)

Next Scammer: I'm calling about your water bill...

Me: Sorry, but we don't drink water... (hangs up)

Next Scammer: This is Telstra calling about your Phone Bill..

Me (my favourite): Sorry, but we don't have a phone... (hangs up)