Good topic!
Bit of a tricky one, because there's nothing so diverse as human personalities so I don't think there is any "one size fits all" approach.
As said above, the majority of price shoppers come from either paper or online directories. I think your advert has to be the first "filter". It needs to convey the quality and professionalism of your company. Don't mention money at all EVER in an advert!!
The "filter" I use on the phone is to tell the customer that I don't give prices over the phone.
Q: "Can you give me a price for .........."
A: "I don't give pricing over the phone. The sort of work we do needs to be assessed on-site. This means I can give you an accurate price rather than an estimate, and also means that you can check ME out too. Can we arrange an appointment for a quote?"
Q: "Other firms have given me a price on the phone"
A: "Have they given you a 'quote' or an 'estimate'? It's impossible to price exactly until the work has been inspected - it's a bit like going for a dental check-up via email [hopefully injects a bit of humour into the conversation and breaks down barriers a bit].
A: "You may find that someone's estimate will be artificially low, to get their foot in the door. If they do end up working for cheap prices they'll be doing a rubbish job, which may actually COST you money to either have the job done again properly, or they'll hike the price up once in your house"
I warn about bait & switch and splash & dash at this point.
If this doesn't persuade them I politely advise them that they'd be better off ignoring the professional looking ads and phoning the ones full of spelling mistakes and grammatical errors, as their attention to detail in their advertising probably reflects quite well their attention to detail in the work they do for customers.
Sometimes the calls don't get further than this, and that's fine with me.
I find that this tactic leaves me with prospects that have the price shoppers mostly filtered out. I'll convert about 80% of home visits into work. I know some people might go into shock at the idea of going out to quote every job, but I find it not only works better than quoting on the phone but actually saves me time and energy. The less time you spend on the phone the quicker you get your job finished that you're working on. Most calls are received whilst cleaning, in day hours, aren't they?! I can schedule most quotes into my working day, or I allocate one or two evenings (normally Mon & Tues) where I'll go out and make a round trip doing a few.