i've been following a simple rule, and it's gotten me pretty far in the last 2 years
the more afraid i am of doing something, the more important it is that i do it
i was deathly afraid of dancing, so i took up dancing classes (which i failed horribly and subsequently realized that rejection/ridicule by girls isn't the end of the world), i used to run around aimlessly when searching for an ATM, so i started asking random people on the street (may not seem a big deal to you, but i was fucking terrified of this two years ago), started meeting new people, doing a little small talk if appropriate (i.e. at a small grocery store, when getting a shot at the doctor's,...), joined a sports club, and so on
i also started working out, and although visible results are not here yet, i feel more alive
while i'm still a long shot from normal on the inside and girls i'm attracted to still seem to sense that i'm insecure, most people can't tell that i suffer from social anxiety and i'm starting to feel a lot better about myself
it was a very slow process and i was already thinking that i wasn't making any progress at all, but one day i woke up and i thought: "damn, i feel pretty good. i've accomplished a lot in the past months", and from then on, things have been going uphill
note: this has been accompanied by therapy, and it would've taken a lot longer without it