If there isn't a sign on your door stating that you don't want to talk to them, then you have nothing to complain about. I notice that people tend to act like they are the only ones whose door has ever been knocked on. How much of an inconvenience is it really?
I'd rather politely tell someone that I'm not interested in speaking with them, than say...wait on the cable guy to show up at my house within a 3-5 hour window.