I feel the same way, Liela. I just shout "We don't want any!" And the usually go away. When they don't, its time to get creative.
Honestly! You'd think they'd get it, especially when they start hitting the same house every couple of weeks. If we said no last week, we're going to say no again this week. Pretty sure. >.>
But I feel bad for them sometimes. xD Some of the mean pranks people pull. My brother once, for example, opened the door, said he was going to go get his mom, and shut the door. He then went downstairs to play a game (his mom wasn't even there) and no one knows how long those missionaries stood there waiting for the mom to come out and talk to them. Sad! And I know someone else who will pretend to be deaf and do sign language at them, except he's not deaf and he doesn't know sign language so he just opens the door and starts flapping his fingers around like a maniac. O.o I'm sure they just think he's certifiably insane.