I lived in NC for about 3 years, and I loved it, with one major exception; whenever anyone introduced themselves to you at a social function, they would always ask you what church you belonged to. It was annoying. After a while, rather than say none, I'd make up really interesting or silly names of churches. I would say it so seriously that they didn't know if it was a real church or not. I stopped this when I told some guy (who was very prominent in the local Baptist church) that I was an active member in the Church of Free Will and Love, and he thought I meant I wanted to have a "date" with he and his wife. Ewwww, creepy!!!
Now, to answer the question - only if it is 'thrust' upon me with no indication that I give a shit.