Don't do at home waxing on your own bikini, particularly if it would be your first time being waxed and ESPECIALLY if you're doing a full brazillian.
I've never done at home waxing kits for any part of my body, but i've definately gotten fully waxed at the salon. Believe me (and i'm sure others will reiterate this) there is NOTHING to be embarassed about at the salon. These people are professionals, and have pretty much seen/heard/smelled/felt anything that you can throw at them.
Just make sure all your hair is at least 1/2 inch long. Make sure they test the heat of the wax before they use it on you! I use tea tree oil lotion on the skin because it's great for it and very soothing afterwards. Let us know what you decide on, or if you do buy the at home kit, then keep us updated as well