somebody claiming to be a special agent for facebook, john o'grady.....wants me to pay hundreds or thousands in shipping fees to claim $150,000 for a facebook promo winners list...wants full name, home address, age, sex, occupation....i told him i did not feel comfortable doing this over the phone because i did not who was receiving this info

You were wise to not give him any information.  John O'Grady is a scammer.  There is no Facebook Lottery.

there is a john o grady calling from a cell phone in watertown, sd

i kinda figured there wasnt, sure glad i have one cell of common sense in my brain, found the other info on a reverse phone search, says its a cell phone used in watertown, sd