I always feel a little embarrassed when I get caught bluffing. And it is weird since bluffing is part of the corner stone of poker.
I think it is a natural feeling, but it is quite unnecessary.
The Bluff is a tool in your toolbox. Like most tools, it has a time and place where it is most effective and in some situations, it is just foolish to employ.
The art is using it to confound your opponent and to exploit intrinsic weaknesses the possess.
When you bluff and get caught, it alerts everyone at the table that NOW, your capacity to bluff has been confirmed. Just means some people might be ore likely to call a future bet rather than fold.
So your job, after getting caught, it to carry on as before...but recognising that the next bluff might be caught. A short term adjustment to bluff less gets away from this. Or, forgetabout it...and carry on. It is harder to play against someone who bluffs than it is to play against a nit. When a nit raises/re-raises...its often fold-time. But when a TAG, LAG raises, and we have a hanjd that might be able to win at showdown, we can look for reasons to call or raise.
But at the end of the day...the bluff needs to be a money-spinner. If, like me, you find certain players suspect you to bluff more than not, you adjust. Always playing around the edge of their intel.
To do this effectively, you either have to play against the same folks (e.g. CC league)...or, alternatively, be very clear about what reputation you want to put out, and then spend the early part of the tourney cultivating that rep..
For example, playing nit-tight (VPIP <=15) in the early phase sets you up for later steals.
The key here is that early on, stealing blinds is not worth much. But if you save your chips early on and then increase the bluffs as you reach the bubble, your credibility is set and now the blinds you win are more valuable.
Personally, I just like to make things difficult enough on my opponent that they'd just rather avoid playing against me. That may mean making pots bigger than they're comfortable with, or check-raises, etc. Yes, of course I bluff...but for you to catch me, you have to pay...make that price a difficult amount. Cheap limps followed by min raises doesn't threaten existence...so it won't help.
Its ok to get caught. But you should also look at what you might have done wrong to let that person call you out. Did your story make sense? For example, if your preflop bet is called and you flop a flush draw...and bet the draw accordingly...if you miss the draw but shove anyway, it doesn't make sense...and someone else may see that.
Similarly, if you had not been better a draw, but behave like your train has come in when the draw hits, again, the story doesn't add up.
Good luck!
Regards,
ObbleeXY