Tell the moron who's chatting about his favorite character to shut the hell up, rather than listening politely.
Not only are you doing yourself a favor, but those around you as well--especially in your FLGS, where other games are going on nearby, and the players there probably don't want to hear about his damn character either.
Yes, its complicated: you probably don't want to hurt his feelings. But its best that he learn his lesson sooner rather than later. If he hears it from you, it be more effective since he probably likes you and might think you like him back.
Being nice never works: never under-estimate the self-deception of the male ego.
Also, please believe me when I say that avoiding eye contact or looking around nervously won't help. He won't get the message.
I've done my share of running off morons pestering female gamers when I was an officer in a college gaming club. Those days are over for me.
So please step up.
To the gamer guys who "just don't get it:" Just because a female is in the store or sitting in your game and finally saying something to you (gasp!), doesn't mean you should try to regale her with stories about how you min/maxed your character, why a certain magic item was bequeathed to your character for no apparent reason, or how you character triumphed against all odds.
Nobody wants to hear about your favorite character.
I know you're already thinking about exceptions to this rule. But aren't any. Okay, maybe if they ask--but they won't.
To everybody else who understands this rule: I salute you.