Playing in obscure open tunings is a good way of discouraging people from asking in the first place! I once tried to explain to a somewhat inebriated session participant that my guitar was not in standard tuning but he was insistent on borrowing it anyway, "yeah, yeah, it'll be fine", so I reluctantly handed it over, he tried to play a couple of chords and about 10 seconds later went "aah, **** it" and handed it back :-).

I'm more concerned about lending my fiddle out than my guitar though, I would only lend it to people I know and trust with it, and that's not many people...