Please help! My wife and I are on a calling list

Send them a cease and desist letter in writing via certified mail, return receipt requested.

My advice it to first find out why they are calling. There is no harm, and potential benefit, to answering one call from them. You gain nothing by refusing to talk to them.
If they are calling you regarding the collection of a debt, they are required under FDCPA 807(11) to notify you in any intitial communication that they are calling regarding the collection of a debt. Just get them to state that they are calling regarding the collection of a debt, and then inform them that you require all communications with you to be in writing. Say no more, period.
That establishes an intitial communication with the consumer that triggers their obligation under FDCPA 809(a) to send you a formal, written collection (dunning) notice within 5-days. I would not remind them of that obligation on the phone. They are charged with it.
If you send them a cease communication letter prior to receiving their required dunning notice, it opens up a whole lot of unnecessary arguments about what is and is not a permissible collection activity on their part. You dont want to attempt to prevent them from sending the required dunning notice by first sending them a cease communications letter under FDCPA 805(c).
Talk to them once, establish an intial communication with them, and then pursue your rights. Until you know they are calling regarding a debt collection, you cant do much of anything.