I tell them what the rules are and I ask them to leave if the rules are not followed. I also remind them that being rude is impolite and since this is my home I will not tolerate rudeness. I find that if I speak to them calmly as if they were human beings, not just “little kids” I often get good results.
If need be, I approach the parents and I let the children know that I will be doing so. It is quite possible that there are rules at home but the children choose not to obey them. It is also possible that there are indeed no rules at home and by speaking to the parents you now know this for sure.
I would also sit down with my children and tell them that their friends who behave like that are not welcome in my house, but that they can all go play at the park or in the front yard if they still wish to be friends. Depending on the age of the children involved I might go further and explain that certain behaviors lead to others that are definitely unsafe.
I had to do this first with my son because he was hanging out with some boys who stole all his things when he was in early elementary school, including his xBox. Then later on I had to talk to him about another boy who liked to drink and smoke (we are talking 11 and 13 year olds) and tried to talk my son into stealing money for him.