Dont be embarassed about shaving your face, you are doing something to get rid of the hair!
Also, salons that wax etc see people with facial hair coming in for treatment all the time so dont get embarassed, thats what they are there for! You will be amazed at how nice they are about it, i know because at one stage my dark coarse facial hair at the time really stood out against my fair pale skin and i was so embarassed but trust me they are really nice about it. If waxing doesnt sound too good because it also takes a thin layer of skin with it try threading...its safer as there are no chemicals involved.