I have a sure-fire technique that has worked every single time Jehovah's Witnesses came over:

"Thank you, I appreciate it, but I am not interested. Have a nice day." Door closes normally.

Just because people come over to your house doesn't mean you have to be rude to them. You can ask that they please remove your house from their rounds, as that has worked for me. An additional suggestion is that you put up a small No Solicitations sign by your door.