Yes the information requested is very private and I really don't want to ask even the relatives I have in the US for an affidavit of support unless really necessary (I am currently on an H-1B status and employed).
I've been on H1-B for awhile now as well and make more than enough with a good amount of savings. Basically, anyone that is a citizen or PR can sign that affidavit, it's just a formality IMO. I've copied what my attorney sent me below:
Re the Affidavit of Support, the affiant can be either a US Citizen or Permanent Resident. The affiant does not have to be a family member. If the affiant earns an income higher than the poverty guideline (for 2010, family of two poverty level is $14,570/year), then the affiant does not need to rely on assets (i.e., bank statements). He can obtain an employment verification letter that includes the date and nature of employment, salary paid, and whether the position is temporary or permanent.
It's really up to you, you can choose not to do it but if the officer ask for it during your interview then your approval might be delayed.