Honestly? I get challenged by people who hold to other beliefs all the time. SGB is not backward in coming forward to pour scorn on my friendly Great pumpkin, and from her perspective, I totally respect that.
If you believe that the great mass of humanity are being duped by a delusion, and you can see that it's making people unneccessarily restricted, and is teaching them to try and restrict others, then I can really see why you'd want to puncture that delusion.
Now, this is not to say I think people should be overly obnoxious (although I confess to finding acerbic humour rather winning, which is one of the reasons I like SGB so much) - and the Penn and Teller guy (I think it was Penn) made it clear the fellow who spoke to him was respectful of him.
But not every person has the gift to communicate clearly and respectfully, yet they may still hold to their beliefs in sincerity, and I'd usually think it best for them to go with that sincerity (except if they suddenly believed they should shoot lots of people to send them to heaven, because we call that illegal, and rightly so).
I find Richard Dawkins rather aggressive and his arguments don't particularly impress me. But I don't for a minute doubt his sincerity, and thus his right, in a free society to express his disdain for my beliefs.
I've been quite forcefully challenged by a very traditional muslim to accept that Christ was merely a prophet of Allah, and not God the son. I've been accosted on the street by a snarky mormon missionary who was really quite rude about my belief that the bible being the finished revelation of God. I don't mind a bit.
There comes a point when natural common sense tells you the conversation has come to an end, and we're not all blessed with the same amount of common sense. I do agree that there is a balance to be struck.
But if someone genuinely believes in a Great Pumpkin who showers the world with cheese, and who, if they don't accept it, will bury them upside down in custard, and that person feels compelled to stand on a street corner and beg passers by to eat cheese, then I'm ok with it.
Heck, I think scientology is clearly a scam, but if Tom Cruise wants to make an arse of himself over it, I fully support his freedom to do so.
It's a lot about time and place, really. Picketing funerals is never, ever going to be a way to convince anyone that what you're saying is reasonable. Making use of Hyde Park Corner has a lot better chance.