Beyond not answering the door or telling them you worship the beast of the underworld I think the best bet is to say " Thank you for stopping by, Id very much like to read one of your leaflets but please excuse me as I dont have time to stop and talk to you."
tell them you are a methodist, as this is one of the cults they think of as ok. or live with a theology student. i did this briefly, and he talked to them for four hours, after which we were never bothered again.
My mums neighbour in somerset found a good one too. (she being a traditional farmers wife). her goat was in labour, so she had it by the fire in the front room to help. Front door is knocked on so she goes to answer it (front door is always important in somerset- never used except by brides, corpses or the police) jehova takes one look at her blood-spattered apron and the goat peering out from behind her legs and scarpers.
Tell them you are a Catholic and that they have chosen the wrong religion ! Telephone sales people selling fitted kitchens....tell them you sell and fit windows, would they like a quote ! Won a holiday? Tell them you are on the sex offenders register is it OK to travel !
Telling them you are a Quaker should work too. For some reason this deters representatives of other faiths. Mysteriously it even caused Jewish leafleters in New York to stop immediately addressing me and walk off ( which was a pity; I really am a 'Quaker' and was meaning to be friendly!)
Can't beat the goat in labour ( which sounds like some West Country pub) though !
recoil immediately, make like you're shielding your face and scream "satan, satan"...
But seriously, I've found JW's to be friendly and amicable (that doesn't mean I'm willing to hear them out though). So I don't see why a simple No Thanks wouldn't work.
They're fairly easy to spot, usually m+f, or 2xF, often with a small child. I just say are you JW's, then say not interested, sorry; if that provokes a response, I say, I know where your church is, when & if I want to know more I'll come along. Is it true they have to either sell so many copies of Watchtower or get so many converts to get into what they refer to as the Kingdom of Heaven?
Sorry, my above answer was rather trite. No itinerent religious types have knocked my door for ages. I often take time out thinking what I would say or do, but I never get past the above.
one thing that works with cold callers, and may work with Jehova witnesses as well (I have not yet the chance to try it) is absolute silence. They are trained to have an answer to everything you say... up to a point. The only thing they have not got an answer for is complete silence.
when they talk just start dancing in a real funky way to them,maybe throw in a bit of humming,i do this to carol singers and they usually just walk off