I feel the same way.
I am not against fur or leather or any type of animal-made thing, but I cannot buy fur without feeling guilty that this animal was /possibly/ cruelly treated. Even if it was found on the side of the road, there in no way is a surefire way to tell if it was cruelly treated or humanely euthanized, or found.
So I stick to fake stuff now, but that doesn't entirely stop me from buying leather. Most leathers come from deer and other animals that are normally just shot, so I have less of a guilt trip. And my boyfriend works in a leather shop, I'm at the Renaissance Faire all day long... leather becomes a sort of necessity/common sight. Yes, I own a fox pelt, but it's for art studies. Yes, I used to buy tails, but I gave them all away and started making my own out of yarn, so that I can get the realistic look of tails but still be eco friendly.