My parents really don't care. Heck, my dad's the one who introduced me to Pokemon when I was six. Whenever a new game comes out and I buy it, he usually says something along the lines of "You know, you've always loved those games." In almost every other aspect of my life, I've grown up really fast, so I think it just makes him happy to see that I still love Pokemon and all the other games we played together when I was little, especially with me leaving for college soon. In his mind, it's probably his reassurance that I'm still his "little girl".
My mom doesn't understand a lot about video games, so she just really doesn't care. In fact, she probably doesn't even know what Pokemon is. :p
For everyone's parents who make fun of them or don't like them playing Pokemon, I wish I could share mine with you! I feel really bad whenever I hear about people's parents disapproving of them. :(