I am upfront. Granted, I've only been a Latter-day Saint for a few weeks now, so I haven't had many people ask me.
But I did have a funny situation at work. I work at a prison, and I was working in the segregation unit, and one of the officers I was working with was drinking a Monster "Java Irish Cream." He ended up offering me some and I said "I can't drink coffee products." And he said, "everyone can drink coffee." I said "no, I'm a Mormon." Another officer asked, "what does that have anything to do with that? You can't have coffee because you're Mormon?"
The coffee drinking officer said, "yeah they can't drink anything with caffeine in it because caffeine is a drug and they can't have drugs." I went on to clear up that I can have caffeine just not coffee or tea, and yes I can't smoke drugs.