tinkerbell23 - you beat me to it. I always have my headphones on, but the problem is, I wear a suit and tie to work, so even if I'm listening to music, they still see me as a target.
There is however, and absolutely FOOLPROOF method to get rid of them first time...
When one comes up to you, look at them directly in the eye,tilt your head to one side and mouth the word 'Sorry' whilst adopting that kind of forced smile that you do when your kid has come seventh in an egg and spoon race.
Then (and this is very important), release eye contact and carry on walking.
Seriously - it works every time, and that's because you've a) created an empathetic relationship with them because the smile and 'sorry' establishes tat you know how difficult their job is and b) you've terminate the conversation with 'no' and the release of eye contact.
Pop psychology, but it works.
Try it!