I can honestly say I am not embarassed to admit to liking any music - I think it;s snobbery to look down on people's taste in music, or indeed anything. It implies a sense of superiority based on liking bands or records that it's hip to like.
So, I would stick needles in my eyes rather than listen to anything Coldplay have made, but I turn up my car stero when 'Ruff Mix' by Wonderdog comes on - if people think that's 'sad', i really couldn't care less!
Music is to be enjoyed, or not, but to base someone's social standing on their taste is shallow in the extreme.