What are you trying to do? As long as you don't have a big rig with lights and a shotgun mic, then you should be good. I've walked around Philly and NYC and see plenty of people shooting video everywhere with gimbals and even tripods sometimes... although I wouldn't recommend that. The key is to look like a tourist and find locations where there aren't many people passing by, or it's so busy, people don't even look twice at you because you look like a tourist. And be prepared to move to a different location if you have to. Philip Bloom, hardly a narrative filmmaker, but his use of super long lenses gives him the freedom to be a little far from the talent. Separation between camera and talent can be a good thing if you're trying to steal shots.