We don't... really never have. We didn't while we were growing up either, which is part of the reason...just not something we are used to.
My DH had a more religious upbringing than I did, so on special occasions such as holidays, when the (his) whole family is together, we will say grace.
I am thinking back now, after reading this thread, and I can't say I've ever seen someone do this in a restaurant. I don't think I'd feel funny about it, but since I don't think I've ever seen this, I'd take notice I'm sure.