Should anyone be ashamed of being an immigrant in the United States (or anywhere indeed)? No. Going from one place to another to live (migration) is just a fact of life; has always been from the earliest of ages.
For the United States, the reality is that in this twenty-first century, people who come seeking to live and work here are not much different from the first immigrants who landed on Native American territory and those who followed them. Now as then, people come seeking new economic opportunities, freedom to live their lives and practice their religions, as well as to join family members. Some want to make a permanent home in the United States while others want to work (or conduct business) and then return to their countries.
These days, there is so much ease of mobility in the areas of information, labor and money. Allowing the ease of movement of persons makes perfect sense as it completes the circle. It is a good idea to allow foreign-born persons to live, work and even settle down in the United States; it is also a good idea that the entry of persons into the United States should be regulated in a reasonable manner. The United States (and any country) has a right to know who is in its territory. Unfortunately the debate over immigration has become very much politicized -- with undertones of race, protectionism of labor and who knows what else. Scare tactics are being bandied about.
US immigration laws (tough as they seem) are among the friendliest in the world. This has attracted the brightest and the best to the US. As an immigrant in the United States, you are in very good company -- Dr. Albert Einstein, Hakeem Olajuwon, Henry Kissinger, Madeline Albright, Arnold Schwarzenegger, Dr. Bennett Omalu, Amsale Aberra (of the beautiful wedding dresses) . . . add your name to this list. There is nothing to be ashamed about and there is all to hopeful about.