Justin Kissel wrote:Personally, I don't wear a cross
I was told that Orthodox Christians should always wear their cross, not just to help ward off demons but as an external symbol of our Faith and that some martyrs died before taking off their crosses. While personally we may not like wearing our Baptismal cross of our own will, I personally feel that we all should for these reasons.
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Justin:
I know that many men have a problem wearing chains and so on (those pesky hairs that keep getting rippred out 
).... might I suggest wearing your cross on a string or thin ribbon. You can always change the string as necessary and it's not as uncomfortable as a chain. My brother wears his that way. When he was in the military he wore his cross on a fish wire so that he wouldn't lose it. (His drill instructor tried to rip it off once... he hurt himself and got in BIG trouble (the drill instructor not my brother). Ultimately it was a big test of faith for my brother. He wore his St. Seraphim medalion on his dog tags....
I do truly understand your not wanting to wear any jewelry...my husband is the same. 
milla
I know people who pin crosses to their undershirts to avoid possible tangles/discomfort.
I've been yelled at for not wearing a cross, for having a cross visible, for having a cross not visible, and anything else in-between, including that medalians aren't replacements for crosses, & nither are "Lord have Mercy" rings. It all comes down to tradition I guess. The only comment I've ever gotten about the cross I've worn for the past 3 years (unfortunately I lost it a few weeks ago, am now looking for one to replace it) is "cool cross."
As far as sports go... perhaps the early saints were against Olympics & other competitive sporting events because they were usually played in the nude. I know the original Olympics were at least.
From my life experience, I want to draw a few examples of how modern clergy might look at it...
My parents have a photo of Fr. Seraphim Slabatskoy (writer of "Law of God") playing baseball (he was at bat) with the campers of HOPP (ROCOR youth camp) back in the '60s.
I myself have played soccor on a field in Jordanville with monks/clergy cheering. I've also played football & soccor with clergy also playing (usually at parties where there are bishops sitting inside).
A hieromonk from Jordanville told us a story about the current Archbishop of Australia (ROCOR) playing soccor while still in seminary. He shouted to a team-mate "Adesnuyu, adesnuyu!!!" ("To the right! To the right!" in Church Slavonic) His team-mate yelled back "Nyet! Oshyii, Oshyii!!!" ("To the left! To the left!" in Church Slavonic)
Ania,
You've been yelled at for wearing a cross? That's terrible. I prefer to keep mine tucked in my shirt, but sometimes I take it out, it depends. My mom was in the hospital last week, (she's ok, thank God), but the hospital is associated with the university I used to work for, I feel that place is SO bad, that I wanted to show my cross. I can't really explain this very clearly, but it just made me feel protected.
Now, if only I had been baptized and actually still had an Orthodox cross, I could put them into practice. Eventually... 
...a church and a little time....