I went into a mall dressed as a male with a bra and forms. The shirt I was wearing helped conceal them from the front, but if you looked at me from the side they were obvious.
As for why I did it, I was female that day but didn't feel like dressing girly.
A word of caution though. Going out like this is a calculated risk. Some places it's safe to do it. Other times its dangerous. I suggest researching the place you want to do it in before attempting it. Better safe than sorry, right?
