Nearly everytime I go out this happens.
It's a painful feeling which rarely completely subsides; however the bitterness towards the sheer arrogance of some people within society is something that lingers with force.
I sometimes approach people and say "What's so funny?", in a cool but firm voice, and that usually sends the message that their behaviour is something that I won't accept.
In TAFE College I approached a group of youngsters who I could tell were laughing at me behind my back and stated outright "I hear a lot of laughter going on and apparently I'm funny and I was wondering if you could tell me why?" My calm assertiveness and straight-to-the-point attitude really threw them off guard and they backed down and tried to deny their actions like the true cowards that they were.
My advice would be to try a similar technique: state your case in a firm but calm and assertive manner. In some cases I wouldn't recommend this approach, such as with immature high school students who wouldn't know the meaning of sensitivity if it kicked them in their self-absorbed arses.
However, if you feel that you are dealing with a fairly level-headed individual who really isn't nasty at heart then you may wish to consider just saying "Hey, that really is rude and it needs to stop"!
It's important to speak up and stand up for yourself with peaceful but commanding words. Let the world know that you have the right to exist. If we continue to give our power away to other people they will continue to take advantage of our frailties. So go out there with your head up and let 'em know what time it is!