I have to play devils advocate today it seems...
I have a feeling most of you have never tried shooting like Mermelstein(sp?) or winogrand before.
If so you'll find that its far less intrusive than you imagine from those videos.
I've shot like that in small towns such as Savannah, GA and even in my current residence in the small town of Lacoste, France which only has a few hundred residents. I have yet to have a single person be upset or angry or feel intruded upon. It's all about how you carry yourself, your personal feelings and expressions to others as well. I always have a huge smil eon my frace and say Merci, thank you, nodding, etc.
I have come to be friends with quite a few of the people i've shot as well. They see me regularly and will often ask me how my photographs are coming along, etc.
The thing is most people feel too afraid to try this style of shooting. And when they do actually try it, they are their own undoing. If you feel uneasy when you are shooting or feel as if you are doing something wrong, it will show and people will pick up on it. If you dont have the confidence to take the photograph then people will know and their sixth sense will bite into it.
Be confident, friendly and happy.
Personally, regardless of the shooting style. My mantra has always been, if someone is going to get mad, they are just going to anyway. There is no way to stop that.
If i think it is 'the shot' I am going to take it regardless of if the person will get mad or not. There comes a time when it doesnt matter if that person gets mad or not. Will you ever see them again? Chances are it will not matter. Even so, in my experience most who do get upset would have been upset no matter how you photographed them.
Granted, keep in mind there are obviously exceptions to this. If it's an extremely sensitive natre (the photograph or 'moment') and it could do greater harm than good, obviously caution and care should be taken.