I politely tell them I'm a non-believer and I'm definitely not interested, then I shut my door. Plus my dogs--beagles--raise a ruckus. Folks can't tell if they vicious or just happy & excited to have someone at the door. Haven't been bothered much since. Am looking for a good, clear "No Proselytizing" sign. A neighbor has a good one telling proselytizers, solicitors, window salesmen, home security people, kids selling candy etc. they are not welcome. Requires the person read, however. Perhaps if it was phrased like the "10 Commandments"...
I will admit that I once answered the door covered in a black sheet that was nearby, and greeted them on Arabic. It was fun to see the expressions on their faces and how fast they ran.
Once I was sunbathing naked in the back yard when I was a teen when the religiots showed up. I gave them a view.
I talk their dick into the dirt (metaphorically speaking, it might be a woman!) I let them know I'm agnostic and tell them to prove that there's a God! Interestingly enough, they haven't been back to my house in 5 years!
I just tell them I'm a devil worshipper and we go from there.