The few times I've had JWs visit I've always gone with the aggressively cheerful and polite method. Let them see what a nice, kind, friendly person I am and even invite them in for a cup of water or maybe some tea. I'll listen pleasantly to whatever they have to say and ask questions until they slowly start to realize that I am an agnostic atheist who considers their religion just as valid as worshiping Zeus or Odin. Usually they start to become quite flustered since I never gave them anything to get a grip on or dislike about me. It's really quite amusing.
I wonder why they don't visit me any more? I enjoyed those little chats. Maybe I should go on the march, I can bring cookies!