For anyone interested in the subject of purity (that is, spiritual purity--purity of heart), I heartily recommend this blog post by Fr. Angelo Geiger, FI, on his blog MaryVictrix. (The theme of his blog is "Marian chivalry for the modern world.")
In his post, Fr. Geiger delves into the meaning and purpose of shame in light of the important work on this subject found in the writings of Dietrich Von Hildebrand and John Paul II.
The issues touched upon include that there are different types of shame (e.g. negative and positive shame), the difference between prudery and shame, and the fact that human sexuality has by its very nature an element of mystery built into it. Human sexuality, properly understood, is sublime. And the ways in which we can hurt each other sexually, as well as honor each other, are many and various. Holy shyness (a result of a deep reverence for the profundity of the human person) is a lovely and noble thing. Unlike mere prudishness, it protects and safeguards the beauty and mystery and secret intimacy of a healthy sexual relationship between men and women.