Studies show this question is offensive because it implies "You're not from here" ie "You're not one of us." But our cities and cultures are so mixed now that asking "Where are you from" is a legitimate conversation starter because almost none of us are from here.

I get asked this question all the time, and it annoys me, too. I remind myself that 99% of the time: 1) the person asking it is trying to make a personal connection or 2) the person asking already suspects they know where I'm from and is excited to talk about something we have in common.

The drawback is "that one guy", the idiot who just wants to show you he (always he) knows all about you and your part of the world and your language. The guy who says "ni hao" after you tell him you're from Vietnam.