I have found "on your left" leaves no impression (or causes the opposite reaction). I just say, "behind you" or freewheel a bit so people can hear me coming. If they have headphones on, it wouldn't matter what I say or do, since they won't hear me anyway. Joggers/walkers don't bother me as much as bladers (who take up a LOT of lateral space and almost always have headphones on) and people who don't keep dogs/children close at their sides.