There is a big difference between simply hanging up and between saying, “I’m sorry but I can’t talk now” or “I’m sorry but I can’t give any money”.
I guess whether or not you should let them finish their speech first would depend on how long the speech is and how much time/patience you have.
But try to remember that they are simply real people trying to do their job , and that being a telemarketer is much more difficult than being called by one. If you keep that in mind, it might help you to have more patience.
I know that since I worked as a telemarketer, I have much more patience for them.