I've only been asked ( told ) to stop when shooting on private property (casino property in Vegas ).
But I did see and hear a conversation between a security guard and a photographer in downtown Kansas City a few years ago. The guy was shooting photos of the federal courthouse. He was standing a half block away on a city sidewalk shooting photos of the building. The guard told him he had to stop. Personally I think the guard was wrong, from a legal standpoint, but it's hard to say in the post 9-11 world. A lot of laws were passed in the name of homeland security that limit what you can do around public buildings. Whatever....a couple years after that, I spent the better part of a couple hours one sunday morning shooting photos of the new Federal Reserve Bank building, and no one said a thing to me. You can bet they were watching me on video cameras, and I was out there for quite a while waiting for the light to be right. Go figure.
I have also on a couple of occasions been questioned by security at a local shopping district. All of the property there is privately owned by the corporation. No surprise that the times I have been questioned were evenings when the weather was nice and the rent-a-cops felt like being out walking around. I've shot there on very cold winter days or evenings, and guess what.....not a guard to be seen. The times I have been questioned by them, I explained to them I was just shooting as a hobby, and I do not sell my photos. That is often hard to pull off though when you are standing there with a one series and a 300 2.8. The automatic assumption is that you are a working pro.
Although it may sound contradictory and unethical, I don't mind trying to shoot on "private property" that is owned by a corporation where I am spending money ( like the shopping district ), but I would never do the same on property belonging to an individual.
My take on it is that if I am on public property, I just go ahead and shoot, and then deal with it if confronted