I'm not at all embarrassed by playing D&D or letting people know that I play. People can go fornicate themselves if they have issues with me playing. Now, I don't go around telling every person that I come into contact with that I game, because that's just kinda weird. I'm not really into wearing nerd/gaming shirts outside of my home or places where I'm gaming, but I really don't care all that much. My girlfriend has no problem with it--though she does like to poke fun at me for it--and no one in my family does either. Religious zealots that get in my face (thankfully none have) would either be ignored or yelled at for being foolish.
Enough rambling though! My point is that if the subject comes up, I'll gladly talk about D&D or other RPGs, but it's not something I use to start conversations with.