I've done a lot of it, particularly when I had "piano" bars. I don't like it at all.
I've had many sit-ins who were very good, and I wish there was a way to invite them and exclude the others, but it's a touchy situation.
It's even worse now that Karaoke is so big, because people come up thinking that's what I do and some of them really can't understand that I'm playing the songs myself.
I've had several come up and say "let me see your book", thinking I have those lists that the K-guys hand out.
DonM