I have a shitload of music that the hardcore 17 year old Maiden/Megadeth/Metallica fan would've been embarrassed about, but since deciding that I don't really give a shit about what anyone else thinks, none of it really embarrasses me. I kinda take pride in having an eclectic music collection. Music is music, it either speaks to you in some way or it doesn't. I get embarrassed for people who have a blinkered view of music, what a sad way to live.
I have a lot of cheesy, kitsch-y records that I just keep for lols, tho.