I agree with KC135, except I'll answer the poll.
I don't really look.
I've had two experiences in life where I've had that bad feeling, and that's what I pay attention to.
The first time I was about 17 and was in a grocery store late at night. There was just something wrong and I couldn't put my finger on it. Then, as I looked for what I had come to buy, I noticed a gap in the products on the sheves in my aisle and the one beyond me. Among the articles on the next shelf over, in the small gap, was a face looking right at me. It was the security guard, I guess figuring I was going to shoplift. So that "hunch" was right.
The second time was when I was the first car stopped at a light. There were 3 guys just lingering on the corner. One crossed in front of me, and another started to walk along the sidewalk toward the back of my vehicle. The instant the first guy got to my left front fender I stepped on it. Beyond these acts, there was nothing else. But I had that feeling so bad that I was in the gun shop buying my first gun within 2 hours.
Since some here are mentioning whether they've been "made" or not, I have only noticed an odd look one time. I was in a rush to get to Publix, so I stuffed my USP45 into my shorts pocket rather than put on a belt and holster. While in the store, I noticed a clean-cut middle aged guy looking right at my pocket. Just a nod, and he went on by. I'd guess he was a LEO off duty and noticed it, but I was so obviously in a rush to get what I needed and go, he must have figured I was there on legitimate business.