Do you engage them in conversation?
Do you hide?
Are you polite?
Do you flick through Watchtower after they have gone?
I am asking because they came here today, I was snapping one off at the time, they kept knocking.
The best sight in the world is the back of a witness walking away.

I say, "I'm not interested. Thank you for your interest"

If they get pushy I become less and less polite.

When they knock on my door in Melbourne I ask if they can't read the sign that says, basically, "Don't knock if you're pushing your religion"

"No thanks, I'm not a believer" works for me.

I used to be polite, something along the lines of, 'Thanks for your trouble, but I'm really not interested.'  These days, I simply point at the brass plaque reading 'No Religious Solicitation' that's RIGHT ABOVE THE FUCKING DOORBELL and shut the door in their faces.

Boru

Depends on my mood, how much time I have, and if my children are watching. If I'm busy, I just shut the door after saying not thank you firmly, but politely. If I'm feeling combative, I might engage in in little questioning. It's unfortunately, a little like shooting fish in a barrel, as the arguments are never new. If the girls are there and I'm feeling combative, it's more fun because I have an audience. The only change is the audience is becoming combative in their own right.

It's a little different with the Mormon boys who call themselves elders. They feel more like shooting Bambi. Poor boys, set up against a machine gun with only squirt gun to fire back with. And they're such nice misguided boys. . . I tend to ask them thought provoking questions and let it go at that.

They've stopped coming since I answered the door naked one time. I wouldn't have done it, but one time when we didn't answer they had the nerve to jiggle the handle of the door.

I have a sign by my door that says "No Soliciting". 
My neighborhood is pretty good.  Folks call the police on religious groups. (ha!)  Some get through.  I usually tell them that I'm not interested.  If they persist, I'll tell them something, depending on how pleasant they seem.  Good = "I'm an organist at a Catholic Church, but thanks for your time."  Pushy: "I'm a Druid, I pray to trees and cast spells.  Have a nice day."  (I never, ever say "atheist". That's just like waving a red cape at a bull. No thanks.)
       But there was this one guy who wouldn't stop.  He ignored me when I pointed out the "No Soliciting" sign, and told him that this also applied to religious "witnessing".  He just got louder, he was obnoxious. He had his (probably 3-year-old) son with him.  So when he paused for breath, I said "Preacher, huh.  I see you brought your little fuck-buddy with you.  How nice for you."  As he gasped and took a step back, I pulled the shotgun out from behind the door and screamed, "Get the hell off of my property, baby raper."  I barely managed to keep a straight face when he grabbed the boy and RAN down my driveway.  

Yes, I channeled my mother.  It was totally worth it.  

The only proselytizers who didn't get shown the road in a fast minute were the (I swear this is true) two neo-Druids who came to my flat when I was a student. I actually stepped out and engaged them for a minute or two, since I had never seen door to door Druids. Nice blokes, very polite - they were inviting people to a do they were having, something to do with an equinox, I think. They gave me a pamphlet, which I kept for years.

Boru

Simply saying that I'm atheist work for me.

Why don't the Moonies door knock any more ?