Interesting thread for me to read - I'm making an infrequent trip to NYC at the end of the month, the first for me since getting more serious about photography. I'm traveling light, and only there a day, so I was planning on my 7D with 50mm prime only (maybe my 28-75mm f2.8 Tamron), and spending some time in central park or times square, just shooting people.
My intention is now to simply shoot - if anyone looks at me, try the hat tip and smile in thanks - and if anyone approaches me, give them a business card and offer them a free print of their photo. I'm a big guy, it's a big camera, it's hard not to be conspicuous, so why try and end up looking odd!