Linda Matias, President of Career Strides, has written a booklet entitled "How to Say It", to help people answer tough questions during a job interview.
She says you have three choices if you are asked questions that you consider inappropriate. Your first choice is to go ahead and answer the question, but be careful because what you say can be used against you.
Secondly, think about what their intent is in asking the question. For instance, if they ask if you have children, you can simply say that there is nothing in your personal life that would interfere with your work. This way you tell them what they really want to know without actually answering the question.
Finally, if you really don't want to answer the question, just refuse to answer it. Be sure to keep your tone of voice pleasant to avoid confrontation.