I think that depending on where I am, that will determine my style of vaping when I get it. I wouldn't think twice about it in a big open place like walmart and would just explain it to any workers that are alerted to it.
When it comes to a bar, everyone in my local town knows me (not like a friend, but just know who I am by looking at me), so if they say anything- I will just explain it to them. I don't think that they will have any issue. I don't drink alcohol, so there have been times that I have been bar to bar with soda that I have got from a previous bar- and they trust me enough to know that when I say that it's soda- that's what it really is. So I don't think that they will question me when I say "It's an e-cig and the vapor is like the stuff that comes out of fog machines.
Now if the bar is practically empty, I am likely to sit at the bar (or pool table) and tell the bartender up front what I have. But there are a lot of people out there that don't know that the "smoke" is actually just harmless like the smoke machines that a lot of clubs have.
As far as a bar goes, the bar tender or manager should be asked first, as common courtesy.
Walmart, or similar stores? I ask Why? A person should be able to control their habit for the short time they are in a store. If a person can't wait until they get outside, there may be other issues that need addressing. (Not meant to be an insult, just my personal opinion.)