If I want to check the price of something I just use the web. AFAIK they can't easily find out who I was and what my phone number is. I use NoScript and don't allow any scripts that aren't essential for the pages to function, and various other measures to inhibit tracking me.
I don't usually play back voicemail or answer calls from numbers I don't recognise as being OK. I don't use a phone much anyway. If I did and the marketing sods started trying to bother me, I'd probably get one of those Call Saint devices that blocks all callers that aren't on a user-defined list. Only problem is that sometimes the employees of businesses and service providers that I do want to hear from call from their own private phones. So you can never be sure you're not blocking a bona-fide caller. Still, I don't often want to hear from businesses and service providers by phone anyway.
The only unsolicited ad I've been duped into seeing recently was an email from my electricity provider with the subject line "we really need your meter reading." I thought I'd better look at it in case they - well - really needed my meter reading. But no, they were just using a Trojan horse to rant to me about getting a smart meter. Anyway at least they won't know I opened it. I've got my email client set to text-only so they can't tell.
They spam people because it's cheap for the advertiser to contact billions of people and they don't care how many people they annoy if they find one person who will buy what they're selling. Sometimes it doesn't even make economic sense though. Some websites put a lot of energy into messing up ad blockers even though it's obvious that anybody who hates ads enough to use an ad blocker is likely to get angry and make a point of never buying from them. I suppose some advertisers just aren't very bright. I know there are some gullible idiots out there, but most ads seem geared to the most stupid 0.00000001% of the population, and I don't see how there'd be enough of them to provide much of an income stream for their predators. Still, I gather we live in a world in which many people think a 40% chance of winning a bet is better than a 60% chance of losing it, so maybe I'm just used to scientific thinking and give people too much credit for having something resembling brains in their skulls.