DPReview meeting pics - muslim rally London
Yes, confidence helps. Actually, I was also dressed quite inconspicuous which helps too, and for most a 20mm lens doesn't look too much like 'hey look at me I'm taking your picture!' so I managed to sneak in to the front of the protest.
I once had a photography tutor who insisted we accost members of the public on the street for an impromptu portrait there and then - which does help you get over the initial daunt.
Always being polite of course - and they were very polite back in this case too