I'm totally open-minded with that. I'm not embarrassed nor ashamed to watch them near other people, even though my dad has made some irritating comments, like when he actually compares L'Arc~en~Ciel to Morning Musume (a comparison that makes no sense at all), saying how much they're better than the girls.
Hell, do I even care. It's my music taste, so I never worry about people around me when it comes to that subject.
In fact, I watch Some Boys! Touch and Aisu Kuriimu to My Purin PVs in my mother's and father's front, they say nothing against it. Might it be because of the place I live? I don't know, but they're okay (my mom, especially) with it, since I've always shown my interest to japanese stuff, be it sexy, cute or not.