It's a little known fact that Jehovah's Witnesses maintain a "do not call" list. They don't want people to know about this, but they need to have one to avoid problems with people who sincerely don't want the Jehovah's Witnesses to come to their door. It's easy to get on this list. Just say in a firm voice, "Put me on your do not call list." It's best to use exactly those words so they know that you know what you are talking about. It's important they know you are making a firm and serious request, but there is no need to be angry or impolite.
This should dramatically reduce the amount of visits you receive. They may visit you by mistake and a few my choose to ignore your request, (This is a violation of their own rules.) but you have a right to remind them that they shouldn't be coming to your house. You might even want to say something like, "I respect your rights, please respect mine." If you feel they are harassing you, you can even consider calling the police. Be sure to mention that you requested to be placed on their do not call list.