I'll talk with them politely, I feel kinda sorry for them - they're in a religion which basically asks for them to receive abuse on a regular basis for no reason other than dogma (or saving souls depending on your point of view
).
A lot of the people doing it are just kids and I think its important to treat them with respect and allow them some dignity even if you don't subscribe to their viewpoint (that isn't to say that I won't explain to them why I'm not about to convert, but I do try and do so politely).
PS - My mum had the best approach she used to invite them in and have them help her with the housework while they attempted to 'convert' her