Someone once wrote that children ask questions (even the redundant 'why' ones) to connect with us.
Some things I do are what Laurie A. does. "Oh, I think you know that one. Close your eyes and try to remember..."
Sometimes I try to move him along (at five, we can get stuck on excessive question mode): "You know, I'd like to talk about something else now. Have you noticed the.....?"
Phone questions/interrupting is rude. I have a simple hand signal-- One index finger up means "in a minute or two, please, you're interrupting" and then I turn my back. No eye contact, etc. If it continues, I politely excuse myself for a moment and walk him to a separate space and tell him "I'll talk to you when I'm finished. Do not interrupt me again unless you are hurt or bleeding." Curt, but clearly makes a boundary. Then, if interruption continues, it's time for some Time Out or Time Alone in Your Room, even after I'm off the phone.
Nosy questions get the big brush off: "That's between me and so-and-so and I'm not going to discuss it with you. " Broken record that one if need be...
And too much questioning: "I think I need five minutes of quiet time now. I'm putting the timer on... if you need to talk, go to your room."