I've never experienced it as you describe but it is certainly something I have thought about. I know several Dommes (MTO, Mistress Servalan) discuss this type of play on their websites as being an available option as part of an extended session. I think being out to dinner or shopping while wearing discrete gear under your clothes would be very hot.....even more so if you had the anticipation of a session to follow.

The idea of sharing a secret with a Domme can be very hot. I can remember turning down a golf invitation one time while my wife was in earshot by telling someone "Sorry, I can't. xxxxx is cracking the whip and I'm going to be tied up all day Saturday with home front stuff"....gave me a great little flutter saying it and it added to our anticipation.