I think you're lucky to get the whole "aló", "buenas tardes", "disculpe la molestia" routine.
My wrong number calls generally go like this:
Caller: ¿Quién habla? (which I think is just plain rude, so I usually say...)
Me: Yo soy yo. ¿Quién eres tu? (which tends to throw them a bit so they say something like...)
Caller: ¿Qué número es esto? (which seems to me to be a dumb question, now that they've figured out that they have the wrong number, so I say...)
Me: ¿Qué número marcaste?
And sometimes they actually tell me, but mostly they just say they have the wrong number and hang up. I think the onus is on the caller to identify themselves, which they will generally do UNLESS they think they have the wrong number, which seems to be the wrong way around to me. I have a sneaking suspicion that alot of the time these wrong numbers come from husbands who think they've caught their wives having an affair and the lover (that would be me) has answered their phone for them.
You would think that if you were having an affair you wouldn't let your lover answer your phone, but I know a guy who got busted this way, and his girlfriend told the wife her full name and then asked who SHE was. The guy tried to squeeze out of it by turning off his phone and then claiming that he never got the call (ie, that she had dialled a wrong number), but the wife heard the girlfriend say "papito, tienes una llamada" before he could hit the off button.
As for the preamble, it seems to be fairly standard practice in any situation. Like alot of things, I guess I'm getting used to it, and it kind of jars me now when I go into a store in other countries and they either just look at me or say "yes?" without any of the hello, come in, good afternoon, how are you, how can I help you rigmarole... but I think that we've all noticed that time is measured differently here and the idea that you could actually be wasting somebody's time isn't really very popularly held.