Not at all.

If they already know, no point. If they don't, they'll eventually notice on their own. Or not, either way no point forcing the issue.

I'm pretty much in the same camp as Xander. You know the reputation that furries have. If you tell someone before they really know YOU then that's what they will judge you by.

I don't. Not to new people. Usually not to familiar people either. At some point, I'd tell a potential love interest about my interests, but I wouldn't phrase it as furry or brony, regardless whether it fits or not. Mentioning watching "funny animal cartoons" or "My Little Pony" is better at that point. The difference is: you liking something they might not like, instead of you identifying with something they might not identify with. The latter is more demanding, especially to new people. Also, this is best case. Worst case, they hear "Hi, I'm a pervert, and I expect you to share my perversion."

That said, while -I- am perfectly okay with people not knowing stuff about me, not everyone is.