Well, it depends on where I am.
I usually have a P.R. job so at work, I'm in a very conservative enviroment. If one's hobby is not golf, fishing, a major sports franchine or making more money, then you get on a slippery slope of being judged for what you do outside of work, not at work (when everyone's skill at the job is almost the same and you really can't define your results except by how many times you got a client in the news, the politics come into play.)
What can I say? I deal with a work world that likes to see things in black and white, who makes the most money, who is a winner and who is losing and how can "we" ride on those coattails to make some cash ourself. If RPGs made billions of dollars a day, these people would be all over it ... until the next cash cow came. The funny thing is that most of them would be shocked at the turn out at such places as Gen Con and E3.
On a personal note, one of my coworkers who "outed" me had the hardest time understanding the concept that there is no strictly defined winner or loser. He couldn't get his head around it. The conversation was like "Okay if it is all about imagination and the 'GM' has total control, why doesn't just kill the players off and 'win?" And why don't the players just say 'I buy a black market nuke and use it on the monsters.' I tried to explain to him that it was sort of like a 'simulation," but he didn't get it. He wanted winners and losers. I am thinking a CCG would be more his style.
In another story, I had a middle-age mother co-worker who said that there was one guy at her son's "Pokemon" store who was about my age. He never looked her in the eye and he never talked to her. That sort of anti-social behavior, plus his "hanging out with children" gave her the creeps. She couldn't fathom that some people are just very shy and enjoy games despite the stigma of the game being based on "make believe." If it wasn't Bridge, Poker or boardgame, it confused her. She didn't like video game either.
So at work, I am pretty much in the closet. Out and about, I don't advertise, but I don't hide either. At the game shop, I go above and beyond the call of duty. I start converstations with the parents who bring their kids in and try to wear casual clothes instead of T-shirts and jeans. Except when I am in a game of course.