Tell them you're an "apostate."
This means - to them - that you're someone who left their religion willingly, and that they're to view you an incarnation of the antichrist.
They're trained to back away, note your address, and take steps to insure that no further JW's visit you in the future.
After all, best way to maintain a cult is to thoroughly excise the dissenters, eh?
Of course, you could always do as I do, and invite them in for some interesting conversation - provided you have the time and have studied up on their "religion."