For a while I tried to explain that I enjoyed riding my bike, but most people didn't get it. Now I just say I got a DUI. It's much easier, and while it's not true and I get some funny looks, they stop asking. The conversation usually goes something like this.

"Why do you ride your bike to work?"
"I got a DUI."
"Oh..."

Then I ride away giggling as I watch my reputation fall into shambles. Good thing I don't need a reputation any more.

The other one I like to tell people is that a large gang of Latvian children car jacked me at sharpened candy cane point and insurance didn't pick up the tab, so now I'm stuck on this beautiful machine that saves me money, and makes my legs look like a sculpture from the middle ages carved them from marble. This is the one I tell to pretty girls. Then I offer to let them touch the hem of my jersey.