I don't mind the whole David Blaine thing. I just turn it into a joke. Yeah, they usually can't remember his name, but I tell them. "Oh, you mean David Blaine?". They say, "Yeah!". I say:
"David Blaine ain't got nothing on me", (purposely done with a cocky attitude)..then I say, "No, seriously...he doesn't have my phone number, my email address...nothing...he doesn't write...he doesn't send flowers anymore...".
Say as much as you want. It always gets a laugh for me.
The other thing regarding people wanting you to expose your secrets, I just tell them:
"Why would you want to know how it's done? Because if everyone knew, then there would be no magic."
No one has ever bugged me after that.
And I tell them its a rule, never tell the secret. And then everyone at my work gets mad and they keep bugging me about it.
As far as this being a "Rule", I personally don't go this route. I let them know that I choose not to tell for the same reason mentioned above.