Most rent-a-cops or employees are poorly trained or simply not trained at all regarding the photography in areas of their responsibility. I have checked on numerous occasions the rules about photography in certain locations and in most cases what is really prohibited is photography for
commercial purposes only.
Here is one good example: Some years ago there was a discussion about taking photographs of Toronto subway stations (accompanied with some scary tales of photographers being hassled, never happened to me though). However, Toronto Transit Commission has clearly stated in their own TTC By-law No. 1 the following:
No person shall operate any camera, video recording device, movie camera or any similar device for commercial purposes upon the transit system without authorization.
If you find and check rules on photography there is a great chance you'll find some variation of the clause from TTC By-law No.1. So my advice is: let security approach you, stay calm, and politely agree with them, confirming that you know photography for
commercial purposes is prohibited. Pause here. They immediately ask are you a professional photographer, who you are working for, what are you doing, where are you going to publish or something similar. You'll then have an excellent opportunity to explain you are shooting for yourself and, well, disappoint them. Show them your photographs, get into depth of field, bokeh, angle of view, composition, scene tonality, quality of light and they will most likely leave you alone.
Still, I feel uncomfortable shooting in certain locations. Security does not concern me that much, what does though are "loyal citizens" protecting their country, property, or children from terrorists, criminals or maniacs (that's us, photographers) and who report us as such to security or police. No wonder reports are taken seriously, fueled by campaigns like this one:
In U.S., dangerous misconceptions from TSA poster - Blog - Committee to Protect Journalists