Have done, if situation warranted, would do again.
Playing outside (in a park, say) can be quite nice, but it's subject to the whims of the environment, and well... RPGs are a very paper-and-small-things intensive passtime. The wind can get really, really annoying.
Playing in a public place (mall, restraunt, college commons) is easy enough. Depending on traffic and your group's noise level, people likely will rubberneck a bit. Just don't be self-conscious and game on. All there really is to it.
Bottom line is you, me, everyone here, in the eyes of much of the world, we are geeks. We pretend to be dwarves and half-orcs. We roll strange dice to determine the outcome of fights and make-believe that we're saving the day, instead of working on cars, getting 'faced, or going clubbing in the hopes of getting laid. We're esoteric. Once you gather up the courage to come out of the dice bag, gaming in public isn't all that difficult.