I used to get them knocking at my door occasionally (I think they were JWs) and I just said "I'm not interested". Early one Saturday after a good and late Friday night I opened the front door to "are you worried about the price of petrol?" which took be aback. I said "yes" and he said "did you know God ......". I'm certain there was more to come but that annoyed me so much that the vehement "oh piss off" and the violence with which I slammed the front door may have got my message across.
Some years later I had a single person visit and say to me that "I had previously expressed that I did not want to be visited any more" (that's an understatement and the eloquence of my front door must have made up for what I didn't actually say). I must admit I did feel quite badly about my previous behaviour so this time I was able to explain politely that I still did not want any visits from them (or anyone) and would they please ensure this was so noted and I was not called upon again.
In short; when you are telling them to go away don't forget to say to make sure you are removed from their calling lists for the future. Similarly, with telephone sales people you must always tell them to remove you from their mailing/calling list and you also want removing from any database they hold and may pass on to other companies.
Still hoping to become Comfortably Numb but feel more Dazed & Confused.