Fundraising is important to your campaign on many levels. Even more important than the monetary resources that the funding provides are the votes that it generates. If you are ashamed or embarassed to ask others for money to help your cause, you probably need to ask yourself why you are running in the first place.
Even if you can afford to financially support your entire campaign yourself - you should never do it. On a five scale level of how likely voters are to show up and actually vote, those who contribute money - no matter how small the amount - are far more likely to show up and actually vote for you.