Indeed. I opt out, I will opt out my children. It is a unnecessary risk.
If I'm by myself or somehow end up with body scanner as the only option, I always opt-out. I guess part of the theater is designed to embarrass me, but I wonder why I should be more embarrassed than the dude squatting down below me to give me the feel in front of everybody (and no, I don't want a private screening, get down there and feel me up right here in the open). Like someone else suggested, I think they're as embarrassed as I am (or am supposed to be).