I'm having trouble with this, unfortunately.

Always have.

Even though the stranger is probably late 30s, early 40s with half his teeth missing... I still feel the need to be nice a play along because I'm afraid of "hurting his feelings".

Problem is...that gets you called a "tease".

So some random guy you're chatting with at the local grocery, offers to hold your groceries and walk you home, and you try to tell him "No, no! I've got it!" but he doesn't listen, and he walks you all the way there and you wind up having to ditch him in the lobby after he kept asking for your number, and now you feel guilty about the whole thing. What should I have done differently?

PS- I have trouble lying and saying I'm lesbian or I have a boyfriend.

you shouldn't have to say anything, just be assertive about it. "Hey, that's very nice of you, but please stop it." And if the problem persists that's when you are no longer assertive, but mean or you could call the cops or maybe like kick him in the balls or something. =|

that's really creepy and these dudes totally know it. If you tell them to stop, they'll probably call you a bitch, or worse, threaten to hurt you for turning them down. A group of scumbags attacked me at my bustop a few months ago when I refused to give the guy my number. I got lucky--a neighbor saw what was happening and called the cops. If you can, look up your state/provincial/county laws on pepper spray and other defensive tools.
But, when in doubt, kick him in the balls!

Walk up to other people if you can and start a conversation, it works trust me, the more people the better, hope that helps! :)

Well.... That was a interesting post, I'll keep these things in mind...