None of the stuff that was supposed to help me helped at all (exercise, medication, therapy, church, etc).
What did help was diving head first into things without thinking too much about consequences (socially speaking). That isn't to say that I don't worry about the consequences, I would just do it anyway! It's been working for me. I started small with just my words and then lead up to actions. It took up until this year for me to realize that I'm a likeable person and that everyone enjoys being around me. I've been doing this for a couple of years and all of the people I've befriended/gotten to know in that time frame can't even tell that I have social anxiety or depression.