If people start talking about them, I will tell them that I used to be one. There are usually lots of questions - but not always. I always preach that the best way to piss off a JW is to be happy and not tell them to *&&^ off at the door - a typical dub just can't get they're head around people being nice to them.
We usually have a good laugh over it. The usual response is 'I would never have guessed!'.