I certainly don't go out of my way to let people know what my system is worth, but I have talked numbers with several of my friends. In those cases, we are all generally on an equal playing field financially and we all just choose to make difference choices with our funds. In most cases, they say that they would love to have a similar system, but have never actually convinced themselves to take the plunge.
I have one friend that has a comparable system (I think he'd trade me straight up!) and he's often my sounding board for my system so has been there since the beginning and knows pretty much everything about my system.
For reference, the retail value of my entire current stereo setup is probably under $10,000, so it would be a difference conversation if I had individual components worth significantly more than my entire system.