I think anything that will leave permanent mental, physical or emotional damage is better left to fantasy. Where this line is drawn will be different for everyone.
I don't know if shame is necessarily a good indicator. After coming down I can feel shameful about how wanton and needy I was, but I don't think it means it was bad.
And it is good to remember that when it comes to permanent damage it is not just our own (or our partners') we have to worry about. If you have family members, children, or innocent bistanders, we need to consider them as well.