I actually had a Jehovah's W. come by fairly regularly. She was pleasant, but scared of my dogs, so I just bled her of those pamphlets/magazines (if I destroy them no one else gets em!)
One day, she came by to introduce me to her new husband. My repressed lapsed jewish personna surged forward, and I wished them "mazel tov". Haven't seen them since.
Mess your hair up before you answer your door and invite them in.
Before they can start their spiel, pretend to go all schizophrenic and start talking about the new world order, 2012, the planet niberu, chem trails, and all other forms of conspiracy theories that come to mind, then give them tinfoil hats as a parting gift.
Note: You should have some tinfoil hats ready for when they come a knocking. XD