Being a recent convert to Pastafarianism, I try to convert them as they try to convert me, using their own arguments. Since I am in a legal state, I usually do this while hitting my bong. #TruFact
Personal experience.
When you finally get them to go and leave you alone and they tell you "I'll see you later.", you tell them "Ya, I'll see you in Hell too.". Sorry, I did that one time when I really had a hard time getting rid of this persistent Jesus Freak. I thought it was funny but he probably didn't.
I remember one particular time when a Jesus freak got on to me and didn't want to let up no matter how I tried to change the subject and tell him I didn't agree with him and didn't want to hear it. He finally said well I'll see you later. I just looked at him in the eye and said "I'll see you in Hell too.".
I try to be tolerant. I answer statements like "I'll pray for you." by saying thank you and dropping it. If they persist, I try the 'why would a loving god condemn me to everlasting torment for the simple reason that I don't believe in it?' After that I distance myself from them with the explanation that I don't need the drama and the best way to convince me is to prove by their actions that their way of life is superior to my own.
I have great friends who are devout, and have been a comfort to me in dire circumstances, as I have to them. It's the human connection that's important, not the belief/unbelief of superhuman beings.
I tell them that they have the right to believe as they wish and I will respect that so long as their beliefs to not demean or hurt others. Similarly I have the right to believe as I see fit, and that attempts to convert me are showing disrespect for me, my rights, and my beliefs.
As a former christian, I normally start with that I'm a recovering Christian.. when they don't get it, I make the comparison of ... "like a recovering alcoholic" Either they get offended and go away or inquire what I mean. Then I just tell them that I grew up. That I grew out of the need for guilt and damnation to make me a good person. If I don't believe in hell/purgatory then I don't need to be saved. Be sure to smile.
tell them to piss off, i don't need saving because there is nothing to be saved from