Having been on the Internet for over 20 years, since back in the days when discourse on the 'net was open and relatively sophisticated and generally limited to academic types, and having been involved with many public discussion groups dealing with expensive gear of one sort or another, I tend to worry about this somewhat (with guns more than other things). The thing is, I'm involved with activities that require public availability of my personal information, so I'm probably a bit more vulnerable than some others out there to attack.
So, in my .sig, I don't talk about the guns I own, and I avoid mentioning them in posts as well. I prefer to refer to guns or gun topics that I like to help connect with like-minded folks.
This may change in the future. I'm beginning to seriously think about erasing as much of my Internet history as possible. Being a technology consultant, I can tell you that there are a number of aspects of technology that I frankly find quite disturbing, such as the potential for the abuse of privacy.