I tried CBT, but only by using self-help books. My social anxiety kept me from seeking professional help. My problem with CBT was that when I was in the anxious moment, it was hard for me to counteract my brain with positive or more appropriate messages. Perhaps my brain was flooding too many messages at me, and I always needed to walk away from the situation, then was able to redirect my thoughts.
For me, I eventually hit a wall, could not cope on my own, and turned to a higher power. I think by my use of the higher power, is like CBT, but easier (for me).
I do feel CBT is what is needed for socially anxious people, it boils down to retraining our brains to not attack us. CBT is definitely a good place to start, and as people have said, it definitely takes dedication and committment. And it may help if you use a professional (I didn't, maybe that was my problem).