So here's the deal, in the USA, Jehovah's Witnesses aren't soliciting. There's legal precedent to this. If you put up a No Soliciting sign, some might still go to your door, and I suppose legally they're ok.
On the other hand, put up a No Tresspassing sign. That covers your bases. If they went to your door, you could legally call police and have them arrested for tresspassing. I think the majority of Witnesses now heed those signs. As someone above mentioned, the Society's policy is that they're on their own.
There's a realllly old booklet that's pretty neat actually. It contains tons of info on legal rulings and rights JW's have. The idea is that if you were out in service and took shit from the cops or something you could show that to them. It's out of print now at least in the US since it's not a huge problem anymore.