I do feel sorry for them, though I rarely know how best to act. I know not to give them money, because of the drugs problem. I live in a vicarage so I answer the door to a fair few homeless people wishing to see my dad, and we usually give them some food, and my dad may offer to drive them somewhere.
I'm very selective with my sympathy, I cannot be dealing with attention seeking people who are exaggerating things and causing a scene. I guess I find it hardest to sympathize with those people and something I would have to work on if I became a doctor.
I also believe in being fair with people and not jumping to conclusions, and I try and practice that in real life scenarios. I hate it when I see people demonizing certain groups ie the unemployed, extremists and criminals. Half the time I seem to be a minority group of people who try and look at the circumstances behind events rather than just judging people on their actions.