When I first moved to the area, we had a visit from the Jehovah's Witnesses. I got rid of them by telling them I was a practicing Muslim. He did a funny sideways look at me, said "uh, OK" and walked away. I felt a bit guilty about that one but they've not been back since.
Nowadays I work with a Jehovah's Witness - it could well have been the guy I answered the door to a few years back. We've never discussed his religion. He's never brought it up, and I've not really felt the need to question him on it though occasionally I have seen him out on his rounds.
Contrary to popular beliefs about Witnesses as a whole, he is not poorly educated and is a very astute (and humorous) guy.
However... there seems to be some debate on here about what constitutes respect for another persons religion. I respect my colleague - he's a nice guy. I don't agree with his religious views but then I suspect that would be true of a lot of people I work and interact with.
There are some parts of all religions which I find distasteful, if not offensive - not all, and from a cod-Sociological point of view I can understand a societal need for the structure it brings. Maybe I've grown a bit in the last few years since my last visit, but if somebody feels the need to knock on my door and wants to talk about Jesus, then they need to be prepared to listen too - otherwise they will get the shut door treatment.