Regarding the initial question: Yes & No for me.
Everyone around me long enough knows I play. They can't help but see the books & minis or hear how I'm going over to someone's house to play. And if there is a reason for me to bring it up, I do. For instance, I was being complemented on my strong roleplaying skills in a series of training exercises I was a part of the past week+. I told the person it was probably due to years playing D&D. (Which, BTW, she had never heard of, so I had some esplainin' to do.)
However, its not something I make a point of telling everyone. Casual acquaintances of mine know I have a "guys night out" every other Tuesday, but they don't necessarily know what it involves.