The "Captain" title is only annoying to me. Somewhat akin to the annoyance of a teenager with his pants halfway down his backside showing off his underwear. But to truly rise my ire, mention the title "Engineer". I have a PE (Professional Engineer) License (which is not given out for good behavior) and I get a little chapped over ever Tom, Dick and Harry who likes the title of "Engineer". Facilities Engineer, Sanitation Engineer, Maintenance Engineer, et al. That title is far more abused than "Captain".
Every time someone uses it I politely smile and ask "And in which state did you get your license?"
I have occasionally been referred to as "Doctor" in third world countries where the whole concept of the levels of higher education are foreign to them. It's used as a sign of respect to someone with much higher education in comparison to the local community standard. I take no offense, but only having a Masters Degree, would never consider using the title to describe myself, even to a local indigenous farmer who would never know the difference.
I suppose if I had a Masters Ticket, the "Captain" title would chaf as much as the "Engineer" title.
"Jeff", "Mr Hudson" (if you're 12 or under) and "Hey You!" probably works as well as anything.
"Last week I coon't evin spell "En-ganear", now I are one...."
On a somewhat related side note... My father was a Lt. Commander in WWII and in command of a PT boat in the Solomons. His crew addressed him as "Skipper". Don't know if that was an official navy moniker or just what the crew felt comfortable with. Calling someone "Captain" in the navy is no laughing matter. If I could be as good a mariner on my best day as he was on his worst, I would consider myself happy.