I am wondering when it is appropriate for me to give up my stuffed animals due to asthma and allergies and should i feel bad about needing to do it?

See an allergist: The only reason to give them up is if you're allergic to dust mites, and the exposure to the allergens in the toys is making your symptoms worse. Short of getting rid of them, you can reduce the allergen content by putting them in the freezer overnight to kill the dust mites, then put them in the dryer on the fluff cycle to shake most of the allergen out of them. Repeat every 1-2 months.

Dust Mites: Eliminating stuffed animals can decrease indoor allergens. Killing dust mites on stuffed animals is not hard, it's getting rid of the dead dust mite. A dead dust mite is just as allergenic as a live one. Hot water/air or freezing can kill mights and removal can be attempted with vacuuming or gentle wash cycle. Safest alternative is to remove stuffed animals from home environment.

Aside from obvious: Aside from the obvious medical benefits, why would you not feel good about helping yourself? Is there some emotional attachment to the stuffed toys? Put them some place away from your living and sleeping area so you can "visit" them occasionally until you mature and get used to them not being there.