If you choose to cover, the Bebe au Lait or Hooter Hider is an excellent nursing cover because they have a patented stay to keep the cover lifted out just enough for you and your baby to have eye to eye contact. The LatchOn Nursing Strap is a great go-to item because it turns any blanket into a nursing cover making it very easy to carry with you even if you are only toting a purse, one diaper and wipe.
So cover, don't cover. It is up to you. Do whatever makes you, not just others feel comfortable. The more comfortable you are, the longer you will breastfeed!