I close down and politely say see ya later.
As much as I like to be polite, (and I say this with the most respect to you) - not letting them know exactly what turned you off does little to prevent them from continuing what they are doing.
It's sort of akin to just not leaving a tip at a restaurant and not letting the waiter/waitress know why.
If I have time, I tell the sales person/server AND the manager...if I don't, I either leave a note on the merchant's bill or tell them to their face what problems I had and how they can improve. It's not the most comfortable thing, but me hopes they learn something at the end of the day. I do say what I have to say nicely though.
When I helped my dad buy his Corolla, we dealt with one guy who knew nothing and when asked how much, he gave us the credit card/license crap and told us the MSRP. I said "My father asked you a direct question. You are giving him an indirect answer. I will ask you once more, how much of a discount are you typically giving for this car?" He then repeated "$19,500" (i.e. MSRP). I called the manager over and explained it to him, then we walked. On our way out, Philip, a WONDERFUL salesman, said "usually $400-$600 off, and you can get up to $7,000 off the Prius with government rebates and last year's model". My father walked immediately over to that desk and within 4 minutes was signing for his Corolla.
What's the point? Philip recognized what was important to the customer and dealt with him honestly. That's all customers want.