My own preference in situations like that is to simply show tolerant amusement -- sort of a "well, I'm glad I've been able to bring some laughter into your otherwise intolerably boring day" attitude. Also, since most of the time they're snickering, etc., out of nervousness, if you respond in a friendly way and trigger their "normal people" interaction mode, they'll stop acting like you're so weird. (But you might get some dumb questions.) In the few cases when people continue to be hostile, I figure that if I continue acting politely, it will be obvious to everyone else who is the screwed-up one.
Besides, compared to the guy who used to ride around in the subway wearing roller skates and a tin-foil hat with lights and play his saxophone (yes, in the crowded subway car!) after declaring he was from Alpha Centauri -- well, compared to him, I think any of us here would look staid and conventional.
Normal is as normal does.