One of the first things you can do if you are bold enough, is to call the phone number back yourself or have someone else call the number. Do this from a pay phone or a restricted number if you are afraid of disclosing that phone number. Remember, the purpose of your call is the flesh out the person behind the phone number, so try to conceal your identity.
Another easy alternative is to Who Called Me from This Phone Number? use a search engine such as Google or Yahoo to search the number online. This is very helpful in identifying telemarketers or businesses. In the case, it does turn up to be one of the two, you can call them back and warn them against calling you again. This usually does the trick. Do not expect much success with individual cell phone numbers though.
Yet another strategy is to go to a free online phone directory such as Anywho, 411 or the White Pages. This will help identify numbers that are coming from a land line or a home phone number, but still is not useful in IDing cell phone numbers.
If you are certain that the phone number is coming from a cell phone, you can subscribe to a paid cell phone directory. You can look up cell phone numbers after you pay a membership fee. I would not advise you to do this since these directories are most often poorly updated and incomplete. You will need to subscribe to more than one because you may not find it with the first service you subscribe to. This makes it an expensive and time-consuming alternative.
The best strategy is to use a reverse cell phone lookup service. You simply type in a phone number and a report will show you the name, address, carrier, phone connection status, and other information regarding the person behind the phone number. This is the quickest and easiest way to identify a phone number. Because they are paid services, they are frequently updated and more comprehensive than other online options.