I just kind of dropped out, too. I mean, I honestly didn't know what to say to my pastor. At the last church, we had some serious issues because he had not treated my friend very well, and our last conversation, while not openly hostile, was not a good one. I thought that saying, "I'm leaving to join another denomination," would just be another slap in the face. And so, I faded out quietly. I sometimes wonder if that was the right decision.
Friends who were at that church said, "Oh, really?" and asked a little bit about it when I told them about Orthodoxy. But that's about it. No approval or disapproval. I know what that means!
ETA: One of them became hyper-defensive and started talking about how it wasn't necessary to join denominations, but he never criticized Orthodoxy directly. That's the kind of church I came from -- proud to be isolated from the Body of Christ.