@lou2,
You don't say where you live so do be sure to check with local authorities. It is illegal in many places to remove bird nests that are in active use.
You also don't say what location you are attempting to stop them returning to so I'll respond as if you are asking about the eaves of a house since that is their most common nesting area.
House Martins need 3 things.
1. Plenty of food.
2. Good supply of nest building materials.
3. Suitable nest site.
1. Food is flying insects so you can't really do much of anything about that.
2. They use mud to build nests so look for sources of mud near you and remedy that.
3. The best tactic is to make your eaves unsuitable by putting some wire mesh up to stop them nesting.
http://en.wikipedia.org/wiki/House_Martin