There have only been a few occasions on which I felt self-conscious about knitting in public, the most distressing being the time I went to SF and the dude in Yancey's Saloon suggested that I was pregnant, and found it incredibly amusing that I was knitting in a pub. Personally, I can't think of a better place to knit, but apparently SF hasn't caught on.
My own preferences aside, it appears that many people find knitting in public awkward, so World Wide Knit in Public Day has been established to encourage knitters to take to the streets to express their love of the craft. I'll be in class this Saturday, but I may bring along the project I hope to cast on for in the next few days, the Clementine Shawlette from the Spring 2007 Interweave Knits.
Ain't it pretty?