I literally blush and sheepishly smile when a character does something embarrassing. I feel their embarrassment. So that forces me to also close the book and blush. And blush. Till my red cheeks turn back to normal!
Love that feeling. The only thing better, is the excitement and anticipation that I feel when I have TWO really good books to read and I can't decide which one to choose. Yes, I'm a nerd. I've been told.