Oh, I dunno. How 'bout referring to that little black book (or green one if you're old enough) called the Bible. Show them Jesus' discussion of the Pharisees praying on the street corner and how he dismisses those that think too highly of himself. Or "He who is standing should be wary he does not fall".
When you ask why the are superior, they will say it's because they are the most well-educated Bible students on earth. Review with them the scriptures on pride, humility, outward displays of self-righteousness. They probably won't make the connection, but at least you tried.
The real difference between 'worldly' and JW.....worldly people have the ability to think independently, JW's have the ability to be dependent on an organization to run their lives.