I participated in a pride march in an MMO that I play. Never participated in a real life pride event though, maybe I should one day. I know very few people in the LGBTQ community so it feels weird to just go there.
I don't have a flag and I would not put up a flag where I live. There is quite a risk that people would complain, most people are really accepting but so far I have seen only 1 flag in the city where I live. The office where I work did put up a pride flag though, so that was nice.