I am sorry to tell you this Sprout but what they are doing isn't preaching just being very, very, annoying. Every person has the right to believe what they want and to talk about it. That is what freedom of religion means, sorry.
The best I suggestion I can make is to actually learn a little about their religion and your own enough to respond in such a way that you express your own views, preferably without being just as annoying.
Yes, it can be annoying when people insist on constantly bringing up subjects you are not interested in. Handled politely though and asking nicely can get you far. Just remember, for every annoying religious person you meet there is probably some annoying anime fan boy out there giving all of us a bad name with their bad Japanese and talking constantly in public to anyone and everyone about how great anything from Japan is. *shudders*