I would love to shoot this type of stuff, but I always feel funny about it and just shy away.
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It's something we have to overcome and when we do, we discover most people have less issues with being photographed than we have with taking their shots.
If you use a long lens, as I do, you maintain some comfort room. I find the 300mm perfect to grab that shot that presents itself. I can comfortably sit there for some hours and observe. I have my cam on my lap and since I prefer to shoot as wide open as possible, only need to keep an eye on the light and adjust my shutter accordingly. If there's a shot, I need but a second to get it.
I tried shooting with a shorter lens but wasn't too pleased with the results. You're that close people are too aware of that cam and put on their public face.