My son HATES when I cheer, yell or clap for him- so I don't but then I feel like a bad parent. I have made a small 8x11 sign that says "That's my boy!" and his number, he says that's alright. But it is so hard not to cheer along with the other parents, so I kind of follow suit- if they are yelling for a boy (I join in) but not obnoxiously.
I did tell him that all bets are off when he hits a HOMERUN!
My son used to hate as well. Made him feel self-conscience. That is until he got to College. We did not see him as often. his team mates appreciated the cheering as well. I cheered for all those who made good plays got a hit whatever positive contributions they made.
When his teammates asked who it was, in hs he would just keep his mouth shut. In college he proudly told them it was his Dad. Brought a tear to my eye when I heard it. It eventually became a comfort for him. It allowed him to know we were there. (probably because he knew that meant a free meal. )