I have a hard time fitting the "gray man" role, but not necessarily by choice. My tshirt collection consists of shirts from a few of my favorite metal bands, and Harley Davidson shirts. Where I have a hard time being the "gray man" comes from my size. I'm not usually the tallest man in the room, but I am usually the biggest, usually. If I'm in the gun store or the Harley shop, I won't typically get a second look from people, but when I go strolling through Chuck E Cheese with my kids in tow, I get a few stares from the soccer moms. I don't walk around with a smug look on my face or with a "Come at me Bro" attitude, but my size and how I look(shaved head, goatee but no tattoos or piercings) are usually enough to garner a few looks from people.
I'm polite and respectful to others when out and about, I hold doors for people of either sex, not because I'm carrying and want to look friendly so people don't suspect I'm carrying, but because its how I was raised. My behavior around other people is the same whether carrying or not. If a person has to act differently when carrying, you have to wonder why a gun would change a persons attitude and demeanor. Shouldn't we as adults be behaving in a respectful manner anyways?
Becoming "gray" or blending in so to speak, is more about how you act and carry yourself rather than whether or not your wearing Dockers and Polo shirts everywhere you go. Choosing proper gear, ie gun belt, holster, gun, iwb,owb, carry position on your body, are all things that we should take into consideration when wanting to be completely concealed, but that isn't where it ends.
Just my $.02, and as always ladies and gentlemen, YMMV. Carry on.