Being polite is usually a good idea, even if you are annoyed and think someone is being rude and presumptuous. And by defacing your door you're really just punishing yourself.
Having said that, I am a hypocrite of sorts because I sometimes yell nasty things to tele-marketers who call at dinner time. But I am slowly getting better.
Now I've got this picture in my head of magicmiles being like Henry Rollins dealing with a telemarketer.
But this is awesome:
I'm usually just polite then hang up. I know it's a shitty job and they're only in it because they need to make money, it is annoying, but getting angry at the guy isn't going to change that, it's just going to make a guy doing a shit job feel shit. Though I find some can be pretty impolite themselves.
JWs and Mormons, I find it's normally in the street they bother us, we've had them knock on the door, but we normally find they don't come back. We're perfectly polite about it. Though I did have to explain how I think it's a load of BS to a mormon, but he was really persistent and didn't take 'no' for an answer, I felt guilty because it knocked him off balance, but he pushed me for answers and I wasn't going to lie to him. I suspect their job can get shitty at times too.
I think you could create some quite witty signs. I'd probably have "No Proselytizing" or "No Mormons, No Jehovah's Witnesses" because I am boring. For creativity, here's some ideas:
"Satan Lives at this Residence and Requires Human Sacrifices"
"Beware: Dog Bit a Jehovah's Witness once and decided he likes it"
"Free Blood Transfusions for Every Jehovah's Witness who Knocks"
"Warning: Chronic Masturbater With a Hard-on for Jesus "
I hope that'd prevent people from coming to your door to preach Jesus. Though I have been tempted to dress up in a suit with a blank book and go door to door to proselytize atheism.