I operate a 737 into an airport in southern Europe where we have frequent conflicts with light aircraft, helicopters and military traffic due to the nature of the airspace. Most weeks we get TAs, two or three times a year RAs.
From experience I can say that there is no problem calling the RA.
The last RA was with a Tornado five hundred feet below passed a couple of miles ahead from left to right whilst I was in level flight on autopilot. In that case the effective risk of collision (with two military aviators looking out I hope) was virtually nil. I strongly believe that when you get used to this happening all the time you react more calmly and there is often no major flight control input required.
The EASA safety bulletin a couple of weeks ago about RAs also suggested that people were deviating excessively in response to RAs. Having said that I do wonder if I am becoming too blase about the whole business. I would certainly be happy if this bit of airspace could be made safer.