I used to be quite open about my job and thought I had done well, because my nice liberal friends were - superficially in some ways - very supportive. However over time I noticed it did insidiously effect the way even fairly open minded people thought of me. On the one hand it was seen as novel and interesting and even glamorous, but lurking underneath I realized people had some reactionary stigmas against me. That because I was a sex worker I must be a little untrustworthy, a little incompetent, not a 'serious' person.
Whenever I watch Sex and the City, for example, I notice that the Samantha character - though not a sex worker but sexually voracious and untethered from 'respectable' feminine norms of sexuality - is developed as being 'fun...' but ultimately a bit vain and silly and trashy and unintelligent. That's not to go into the fact that people sometimes think you have money to burn and that because sex isn't seen of as 'work' that its money I don't really deserve.
I'm going round the houses as a way of saying, I decided ultimately to keep it a secret these days to avoid experiencing both overt and more subtle prejudices.