Well, if it makes you feel any better, all we're doing is offsetting the idiots who go around protesting against those who serve. They are still a minority, thank goodness, but they're out there (groups like Code Pink, for example). So the next time someone thanks you for your service and you feel embarrassed, just think of some pampered college liberal getting in your face and calling you a mindless dupe/lemming/fool for answering your country's call, completely ignoring the fact that if it weren't for honorable folks like you, s/he wouldn't even have the freedom to sit around indulging in such intellectual masturbation. Does the thought of people like that piss you off? It should. See, now you can use your irritation at such people to balance out any feelings of embarrassment.
