I'm not a big fan of hand holding and never have been. Seems stupid to me. I'm not embarassed or anything, but it seems useless and I personally think it's lame. When I see others holding hands, I often wonder whats the use.
However, there are occasions where its unavoidable so I do it so she doesn't get upset. Even if we at home alone watching TV or something, I still feel like it's dumb and useless.