"I find it highly offensive when some religious men (and I am a religious woman) come to my door and when they speak to me, they do not look at me."
You've raised an interesting issue in a way that forced me to re-examine my own understanding of the issue. It is true that, within Torah Judaism, there is more than one approach to this halacha (the early 20th Century Torah giant, the Chofetz Chaim, according to reputation, would not avoid looking into the faces of women with whom he was speaking, in sharp distinction to the practice of many chassidic leaders). Nevertheless, the more strict practice does have its roots in authentic tradition and must therefore fit smoothly into the larger tapestry of the Torah - a tapestry that includes concern for the feelings of the women being "avoided." It's our job to try to understand how, exactly, that fit works.
Let's think of this conflict as a manifestation of a kind of culture clash which goes way beyond the sanctity of a Jew's eyes and thoughts (as important as we both acknowledge that to be). It is my understanding that in generations past - even among many non-Jews - "staring a person right in the eyes" was considered somewhat impolite, perhaps even hostile. This would have been equally true when the conversants were both men or both women. There were also, of course, class distinctions that precluded direct eye contact (we only have to think back a few decades to the position held by blacks in the American South). I think the mannerism resulted from a sense of humility - sometimes natural and appropriate and sometimes not.
I would argue that our current custom of talking "face to face" is a relatively mild expression of a kind of "American" brazenness; an aggressive and intrusive approach to even the most casual of relationships; a way of quietly saying "I'm in charge and you can't push me around." Don't worry, I'm fully aware that not every Westerner is brazen and aggressive and that not all of our conversations are confrontations, but our body language will often reflect our deeper conditioning and it is hard for us to stand outside; unaffected by our social context.
Now I fully sympathize with your problem and, for whatever it's worth, if I were a woman I suspect that I'd be similarly upset. But I will suggest that, to a large degree, our expectations are borne of our culture more than of our sense of self-worth. When we're used to being stared down, its sudden absence makes a lot of noise. But imagine if we lived in a different time and place and then try to visualize how you might react to such treatment: would it be so personal?
Many of these people with whom you've conversed might well feel themselves more a part of this distant culture than of what we consider to be ours.
[Update, Dec. 2011:]
Having said all of the above, I must now add that there is no conceivable way to justify the obnoxious, inconsiderate and often violent behavior of some "Orthodox" Jews who, as a rabble, attempt to force their views on their secular or less-religious neighbors. Their behavior is contemptible, inexcusable and a corruption of Torah values.