It's hard enough making things work in a relationship. Homosexuals have a much harder time of this still as in a lot of ways they are defining how gay relationships work, in addition to doing the work of making love happen between two people. If you are in a community that will support you and celebrate your relationship go out for sure, enjoy the benifits of being a part of your local Gay community. If you live in environment where being out could subject you to prejudices you should seriously evaluate if your relationship needs the strain of being supporting itself and also being the local representatives of the Gay Rights Movement.
Keep in mind that one of the privileges of a Gay relationship is that for the most part you can come out when it suits you. Maybe you'll get tired of hiding your love later on or maybe the attitude towards homosexuals in your area will change. Very possibly you'll slip up and enough people will catch on that it's no longer worth hiding.
It's your relationship, not your communities, it doesn't belong to a Gay Rights Movement. You should run it in the way that makes the two of you the most happy.