I am the opposite. I do not have caller ID (on my land line -- yes, I still have a land line) and don't really want it. I'll pick up and just say, "I'm not interested, thank you," if it's a telemarketer. Or hang up when no one says anything right away. Anyone who doesn't leave a message doesn't get a call back.
Same goes for the cell phone and work phone. If you want me to call you back, leave a message or text or email (which is preferable anyway because that way I can think about what you want and formulate a response or find the information and not have to make idle chat, which I'm not good at). Also, I have a hard time saying good-bye and getting off the phone.
And when I don't leave a message, I don't want a call back. If I don't leave a message, it means it wasn't important, or I'll come find you later (if at work). I hate getting calls returned from people for whom I did not leave messages. I've probably forgotten why I called.