[AnotherMarc]

Well, a flat response of "Nope, don't have any questions," or something similar would possibly make you appear more uninterested than lame. Depends on how engaging the conversation was beforehand.

In general, you should have a few top things that you are trying to uncover during your interview. The interview process is 2-way. If you've gotten answers or impressions to your top few items and you truly have no additional questions, you could respond by saying, "I was most interested to find out about A, B, and C. This is what I heard... I don't have any pressing questions beyond those right now. But could I follow up with you if something else comes up?"