I had a similar thing going for about 3 years. Fortunately the guy mostly only bugged me by phone. He tricked me into giving his number by asking me to call his phone to test if it rang properly, and then called me at odd hours, would occasionally trail my car in his van, and so on until I went to Europe for a year and lost him (he still called me a couple of times in Scotland - we're from Australia so the charges must have been significant).
A few years later he became a client of mine when I started working as a lawyer for a centre that provides legal advice/representation to people with severe mental illness. Funny how life takes these circles.
My advice - firstly, make it very clear to him that you see his activity as stalking and it isn't wanted. Doesn't have to be rude, just clear. Do it in a public place, with other people around, possibly even friends, so that nothing violent can come out of it. If he continues to harass you, then go to the police. The idea isn't that they can nab him for stalking straight away - it's to get in EARLY so they can start building up a case if he continues. That way they can warn him that he's getting close to the line, you keep making complaints every time he does something inappropriate, and you'll get yourself enough for a restraining order. Then report each breach of a restraining order - even the small ones - as I said, these things don't work by stopping someone in their tracks for one big breach. They only work by allowing the authorities to collect a case of multiple breaches so they can say for sure that the guy is dangerous.
Of course, the odds are overwhelmingly that he'll leave and give up as soon as you say the attention isn't wanted.
