Even if they just tell you they can't talk to you, you can learn a quite a bit from the way they speak. If they actually want to speak to you, you can use that oppurtunity to glean information on them. Tell them they won something and you need their address and social security number and other basic info. It actually is. Snail mail is not tapped.
Snail mail is cheap.
Snail mail is readily available. But how can you use it in social engineering. As I said above, it's difficult to find systems that just let you call with no verification. They do exist but they are rare. So therefore you need info on your mark and the mark's system.