I've been in plenty of conversations where someone has said literally "I disagree" to an idea or opinion being forwarded. It's not done rudely and it seems perfectly normal to say you disagree with something someone said as long as you have the consideration to explain why and be open to them responding to your opinion. I would find it more weaselly, disingenuous, or even offensive if someone didn't agree with something but pretended they did and then began underhandedly attacking the position.
You can do it in class when you have been given a chance to reply to a direct question. It's less often that people know what they want to say straight off, there is a time and a place for it though.
