Check this one out: http://www.snopes.com/crime/fraud/juryduty.asp
My philosophy: I will not give out social or other types of info to people who call me. I will refuse, hang up and call the company directly to make sure that I am talking to who I think I'm talking to.
I received a message the other night to call the Security Group at my Credit Card company at a number that I did not recognize. I called a number I knew and had them forward me to the department. The lady at the Credit Card company was impressed by this and told me that I was one of the smart ones. The number left on my voice mail turned out to be legit, but I'll continue to do what I do in the future.
Rather be safe than sorry. I'm weird like that! :)