I'm a proud gamer, although like many others I don't run around being obnoxious about it. Like Sylon, it's just one of my many hobbies/activites. I enjoy gaming, fishing, photography (just getting started with that one), running. etc...
Part of the reason I don't advertise it is I'm a little ahead of the "home console" revolution that happened in the late nineties. I'm in my early thirties, and the people who played games growing up were always pinned as "geeks", gaming is just more accepted to the younger people these days and I'm still not used to that. In my days of high school and college, if you played games, it needed to be limited to Madden or tecmo bowl, some overly macho FPS (not more cerebral classics like Half-life and System Shock 2) and maybe a fighting game like Mortal Kombat. Anything else like a Final Fantasy was completely sissy and for the nerds/geeks, even though many people played those games anyway.
The other reason is, and this is true to most things. If i'm talking to someone about games, and there is at least one other person listening, I will change the subject or try to kill the conversation as much as possible. Not really because I'm ashamed, but more because it's really, really annoying to block other people out of the conversation that much. Like someone else said, nobody else but other gamers care about what the DPS potential of a night elf rogue with a haste buff can be. Just like if I'm eating lunch and the two people I sat down with start a long, involved conversation about quilting I'm going to have no options to join or comment on anything they are talking about. I'm sure it's interesting to them, but to me I'm just going
Gamers aren't always the most socially adept people to begin with. Get me in the right crowd however and I can spend hours talking about what it was like to play the first SOCOM with the developers the first night of release. I went to 6 different stores to find the network adapter and must have bought the last one in Columbus. I got lucky enough to get into a room with a couple devs who talked about why they did this, or why this map was chosen etc... it was simply amazing. I played until 2:30 am. Then, two days later, I logged back on and played for 5 hours and was continually stuck in rooms with about 2000 teenage kids who talked about their D%#*s constantly and accused each other of being gay every 34 seconds.
Or also about how cool the opening of Half-Life was, or what was behind the wall of the final boss room in Doom 2 (Either John Romero or John Carmack's head if I remember right). I know it's cliche, but what it was like to watch Sephiroth kill Aeris in FF7. If you were a life-long gamer you understood why that was important. Before that characters just didn't seem to die.
To everyone else though, they just don't get it, so while I'm a proud gamer, I'm not an obnoxious one. Give the industry another 20 years and it will be no more/less accepted than any other hobby out there. It's just not quite there yet.