[gmku]

You have to look and sound stern. Low voice, hard look in the eyes. Make it clear that you don't want to engage, and say so in no uncertain terms. You just have to be direct about. "Look, I don't want to talk to you. Leave me alone." This is especially effective if there are a lot of other people around, as on a bus, because ideally this should make the person uncomfortable. Increase the volume if the person persists.