I've never had any negative responses either. Quite the opposite, it's usually a very good conversation starter. They'll often say that they'd like to try tango too. I tell 'em, "Nah you wouldn't. It's too brutal... to learn, that is." If the conversation goes any further I tell them that to dance tango well, you have to have a passion for it because it is a very hard dance to learn and your ego can take a pounding. So you have to really love it to get through the difficult bits. Anything I can do to put them off (place ironic winky thing here).
When somebody comments on how dressed up I am I just reply that I don't want to look like a bum all my life.