No reason to be embarrassed about any bike, in my opinion (unless you show up someplace you don't belong... Hayabusa at a dirt track is embarrassing, for instance).
The Wing is a great bike and is an industry leader in its class. Only reason to get something different is because it doesn't suit you for one reason or another, which sounds to be the case.
The Rocket 3 is something else entirely. It's a much more eye-catching and unusual bike. I love the bike for its cruiser looks and performance virtues (and I'm a torque junkie) but I have to be honest, I get a little pang of pride when other bikers crowd around it pointing and scratching their heads... especially when I walk to the bike and they start asking about it... "How big is that engine?" "That thing really has to move huh?" "I've never seen one of these!" I try not to overindulge my ego, since in the end the difference between me and any other feller is how we spend our money. I didn't design the thing, I didn't build the thing, and I'm so **** green I can't even confidently service the thing, but ask me once and I'll pose with it.
It feels great, it looks great, it sounds great, and it's **** near impossible to stop grinning when you've got a wide open to open up on. If you choose to get a Rocket, I doubt you'll ever look back!!