Yep. Though you can actually contact the local Kingdom Hall and have your house removed from their lists. Most of them politely leave when I say "no thanks", which is more than I can say for the fundamentalists and evangelicals that come to my door.
I've made more than a few proselytizers cry in my time too.
They knocked on my grandma's door one or twice but she shattered their arguments and plead the blood of Christ upon them. They never even walked by her house again. As for me, no. I haven't had any approach me