It's one of those things, I think, that is surrounded by a wrong sense of shame or fear, because of all the negative stereotypes around it, regardless of how people will actually take it.
I think, for me, it's sort of like being gay. Everyone knows, and I generally tell people if I feel the need\desire to, but still sometimes I feel nervous when I tell people because I know some people aren't too open about the idea. I still haven't told my Dad that I'm gay (or furry for that matter), even though I'm pretty sure he already knows and is perfectly okay with it. It's just one of those things, I guess.
I have been around people with very negative perceptions of furries. And, at the same time, I've been around people who I probably know would be fine with it. I've yet to tell anyone, though.