I carry a plain black belt and my 4th dan belt, if I go to a MGK school I will wear my rank, if I go to a diff school I may wear the plain one, just so I can blend in and get a work out. It is a hit and miss thing, and something I go over with the instructor with beforehand, you know sometimes it's nice to just work out especially when I'm on vacation. Same as if I find a Hapkido school, I will just talk to the instructor first,then wear a plain black, not my rank belt. If your a Gup I think you should wear your appropriate rank so the instructor has a better idea of where you are in your training, I found most TSD schools have similar requirements for gups, the grabs may be different, the one steps may be too, but the forms and hand/foot techniques are generally the same.
The main thhing is to remember you are a guest, and to go with the flow.