They question is simple, what are some bands that you're embarrassed to admit you like? Don't worry, no one here is going to judge you this all just for a good laugh! Bands I'm embarrassed to admit I like include mainly nu metal bands. Yes, nu metal. And I'm not talking crap like Coal Chamber, Disturbed, & Slipknot. I mean stuff like the following:
Rob Zombie - I don't really think his music is guilty pleasure material, but hey, it's your opinion.
System Of A Down - I like their early albums (ie: Toxicity, Steal This Album!), but their last two albums (in my opinion) just flat out sucked!
A Perfect Circle - Recently I've been getting into this band, and to a certain degree I agree with you.
Systematic Chaos by Dream Theater - I thought you would have said Falling Into Infinity, but once again it's your opinion.