The primary caveat to lying is that doing so for the sake of preserving shalom is muttar. A major question is what is considered "shalom" and how far does one go to preserve it. The most famous instance is the Rashi at the start of parshas Vayera (18:13) quoting the gemara in bava metzia where Hashem changed Sarah's words.
Matt mentioned in his comment that a woman can claim she is married when she is not in order to prevent annoyance, which seems to point in the direction that lying to telemarketers is perfectly acceptable.
There are also many occasions where a woman will make false claims to prevent bad situations, such as saying that she took a neder against wine to avoid becoming drunk among men or dressing like a niddah to avoid harassment on the street. The latter situation is discussed in the gemara in ketuvot vis a vis the husband - is he required to treat her like a niddah if her actions/dress seem to state that she is, but she claims that it was to avoid an uncomfortable circumstance?
Regardless, it's clear that lying is permitted and may even be preferable to confrontation in uncomfortable situations. When discussing tzedaka organizations, there is another wrinkle, since you are lying to avoid the performance of a mitzvah. While I can't think of any sources that deal with that issue explicitly, a person can be forced by beis din (or have possessions taken) to fulfill his communal tzedaka obligations. See Bava Basra 8b, though commentators reinterpret this story. In either case, this clearly implies that one has a personal obligation to engage in charity that certainly couldn't be shirked with lying simply due to inconvenience or annoyance. However, one is not required to give to people simply because they ask for tzedaka (the only exception being Purim), especially if doing so would impose financial hardship.
The gemara at the end of Yevamos discusses a rav who temporarily dodged a tax/fine from the reish galusa by wearing a disguise when he appeared before him to learn. It refrains from passing judgement on whether this was an appropriate act.
I guess a major unknown is how you are defining "personal benefit" in your question.
- If it is to avoid a potential aveirah, socially difficult situations, to save from danger, or to preserve shalom, then lying is certainly permitted.
- If you are lying for purely financial or personal benefit reasons, then lying is certainly forbidden.
- Lying to avoid tzedaka or other mitzvos, while murkier, would probably be forbidden as well - you should explain why you prefer not to be contacted again.
- Lying in social situations where there is no substantial personal benefit nor general problem (e.g.: saying you're sick when you don't feeling like hanging out) is murkier, but would probably be forbidden under the provision of Midavar Sheker Tirchak. If you are lying to avoid hurting another person's feelings, then that would fall under #1 and would be permitted.