There's not much you can do to keep them away. I'll tell you what DOES work. Search for the Troll MOD. It adds a cookie to their PC that "messes up" the forum for them. Slow load times, random errors, etc. They can't post or anything. They'll think the forum is messed up.
That cookie will stay on their PC until you take them off the list or they delete it. If they delete the cookie (if they're smart enough to know what's going on), it will be placed on their machine again after logging in.
I've had GREAT success with the troll mod. I no longer ban, I use the troll mod instead. They don't have a clue.
*edit* the guy's reply below, his toolkit works great. I love it, but rarely use it.
Also, even if they create a new user account, that cookie will still be on their PC