You know how the JWs would spin it if they found out that you were refusing to do business with them because they are JWs:
We're being persecuted!! Jehovah, help us please!! The big bad business man won't service Jehovah's people!! Now we have to buy from his (more expensive) competition because he's discriminating against us on the basis of our religious beliefs! What about our rights and our freedom of religion??
That's what you have to be careful about. And just because it doesn't go to a court of law, the court of public opinion may cause you some problems down the road.
Honestly, it's better for your business to make it seriously inconvenient or too costly for them to do business with you, than it is to refuse to do business with them all together. Stick a ouija board in the window. Put a weird Satanic looking gargoyle up on the service counter. Or flyers from Silentlambs. Scare them away, but make it their choice to not do business with you. Then you've got no potential legal problems to face from them.