I basically have three major points for any missionaries who try to convert me:
1.
There are many people in the world who are "lost", who don't know what to believe. I am not one of them. I am like you. I am religious. I have my own set of beliefs, which are different from yours. Do not simply tell me what is true and what is false - I may disagree, and have my own set of answers. When you try to get me to convert, you are asking me to abandon those beliefs that I hold dear, and commit what is to me a grievous sin.
2.
I am no stranger to religious debate. I attended a yeshiva for four years. Spirited discussions about morality and philosophy were common, even encouraged. This does benefit you - if you are willing to explain your beliefs in detail, I will be quite receptive. However, I will also expect you to permit me to explain my beliefs in detail. So be careful before you try to convert me... because I just might convert you.
3.
My religion has better food than yours.