I'm a thrasher. I always listen to bands like Overkill, Sodom, Kreator, Laaz Rockit, Megadeth, Annihilator, Atrophy, S.O.D, Exodus, Testament, etc, but I have a super strange guilty pleasure....
I listen to some J-Pop (Japanese pop) and some J-Rock. I listen to Aya Hirano, Minori Chihara, The Pillows, Riyu Kosaka (love her), Houkago Tea Time (from the anime K-on!), Kisida Kyodan & The Akebosi Rockets, T.M. Revolution, Hironobu Kageyama, etc. This is "anime music", but I don't really like anime that much. I am not a weeaboo either. I just like the music. To answer the second part, I am no where near ashamed to say that I listen to it nor am I proud of it. I just listen to it because I find the music good and I don't care what people say about it or me. I listen to some classical music too, but I don't really consider it a guilty pleasure lol
MQ: I listen to The Sisters of Mercy, Fields of the Nephilim, The Cure, VAST, AC/DC, Guns N' Roses, Enya, Loreena McKennitt, Dido, The Corrs, Coldplay, Howard Shore, John Williams...
MQ 2: Not really. I like having an open mind. I listen to whatever makes me feel good, regardless of what it is. I just happen to prefer metal.
Classical is heavy metal with different instruments. If you listen to some of the best of it on a good stereo and have an open mind you would be amazed at the heavy metal in some of that. Check out "A Clockwork Orange" and listen to Betohoven(sp?) that is some of the best metal with different instruments.