I've never worked for an actual collection agency, but I have worked in an insurance collections department in the past. I know the calls are annoying, I do. But the collector is simply doing their job, trying to recoup from someone who owes a debt. Most people who are avoiding collectors will lie and say that the collector has the wrong number. So if the collector doesn't accept it at first, just give them some more information.
And as in any situation, the nicer you are to them the more likely it is that they will leave you be. I will fully admit that when someone was rude or abrasive with me it made me much less likely to cooperate with their request, especially since I had a style that I tried to be as pleasant as possible because I felt I was able to collect more of the debts when I was decent to people.
Not everyone who works collections is evil.