The irony of making an argument that a court doesn't have jurisdiction over you is that if you go to the court to make that argument, that appearance can actually give the court jurisdiction! For example, in the case of Insurance Corp. of Ireland v. Compagnie des Bauxites (456 U.S. 694 (1982)), Bauxites felt that the court they were being sued in had no jurisdiction. When ICI made a motion for discovery in order to prove that the court had jurisdiction, Bauxites refused to allow for discovery.

• The Trial Court sanctioned Bauxites by finding jurisdiction.
• Bauxites showed up in Court to contest that there was jurisdiction.
• The Trial Court found that by showing up to contest jurisdiction, that gave the Court jurisdiction. Bauxite appealed.
• The US Supreme Court affirmed.
• The only thing Bauxites could have done was to refused to appear at all, accept a default judgment, and then argue in their local court that they can't be held liable for the judgment because the court that found them liable had no jurisdiction. Kind of a Catch-22.
• The problem for Bauxite is that if they lose in their local court, they can't go back and argue the merits of the case because they already had a default judgment entered against them.