It may be that we have to be more comfortable with our disbelief amongst all the family and peer pressure around us in order to cope with their preaching. If I mention I'm atheist I'm proud about it, I can defend the position well and often like the debates. In the end you can just say 'Well I appreciate your concern, but if you can't answer my questions I can't sign up', and you can even cover the 'just have faith' argument by asking why they don't just have faith in Krishna or some other god. Why just theirs? It's very rare that I won't feel like discussing it, more the other way round when I press them for answers!
*Insider knowledge* If you don't want Jehovah's Witnesses calling on your door, clearly tell them not to and by law they have to mark you down as a DNC (Do Not Call). You should get a few years peace before they test the water again to check if you've moved or changed your mind. Might work for the other religions too, I'm not sure.