Michael,
I started out feeling exactly the way you do. In fact, I was so shy about it that I had a friend of ours buy in to a blackjack game to get me the chips.
Assuming that at some time you may even want more than just the current $1 house chips, it is good to choose a time when the cage isn't very busy. Then the cage people usually gladly look through the drawers for LE's, foreign, or even older issue chips. They appreciate it if you toke (tip) them for their efforts.
You can also buy a goodly number of the chips you want, then go have a coke and "cherry pick" the best of the lot. You then take the remaining chips back to the cage for redemption.
Kerry
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