I usually get pictures "on the sly". I'm pretty clumsy at being clandestine, so I get caught a lot. I've been thrown out of a few places, and there are some guys that just hate to see me show up, 'cause they know I've got the camera.
Generally people just can't figure out what you're taking a picture of, or why. (As I overheard from a group of electrical contractors going into a trade show in LA:
"Look at that Freak taking a picture of the lights")