Hi Have done a lot of study with some JW's.
One of the biggest hurdles is that they believe that the Bible as we know it, and anything else that came out of the council of Nicea (I think), are apostate material and therefor cannot be used to refute their claims. The best way around this is to get one of their New World Bibles, and their own Greek Interlinear NT Bibles. They will give you them for free, if you do some studies with them, they may ask for a donation, and that is up to you.
Once you get these, you then have their authoritive texts (apart from The Watchtower), and you can use them to refute their claims, as there are contradictions between the 2 Bibles that they use. One are that I would attack is where the greek word pertaining to Jesus, is also used for God. Their Bible will say Jesus and Jehovah, however it is the same word in greek. Also there will be places in the NW Bible that says Jehovah in 2 different places, but the Greek words are different.
JW's also do not believe in the Holy Spirit as a person, but rather as a force that God uses - this can be troublesome.
http://www.geocities.com/etalk99/ has some good arguments.
http://www.geocities.com/Heartland/2919/reasons.html - 101 strange beliefs of JW's for your background knowledge.
Lots, and lots of prayer, for them but also you, as it can be very frustrating.
Remember, to love the people, but hate what they are teaching.