Heh, I never have ID on me, partly on purpose. I have 4 last names and 2 middle names (legal changes). If they ask my name, I'll just give an old last name and middle name as first name. Personally I just do the "keep-walking-and-pretend-not-to-hear-because-i-have-headphones-on" method.
Plus I'm a ****y, white, preppy guy, so I'm stereotyped "well behaved" guy (around here anyway).