I never DFed or DAed, but I told my dub parents I was out. My mother insisted I write a letter to the Society DAing myself. I told her I didn't owe them another minute of my time. For some reason, my mother never outed me, so I was able to stay in touch with her and my father throughout the years (34 years to be exact).
Two of my sibs and a close friend left soon after I did. So everything worked out great for me, but that's no guarantee it will work out that way for everyone.
Even if I had been shunned by all, I still would have left. Couldn't take WTS crap anymore.
Was it worth it? In every possible way, yes.