Toastmasters was instrumental for me in college in overcoming public speaking fears for presentations and such.
I also think social anxiety has roots in childhood and how your social life (or lack thereof) was shaped. I moved around a lot as a kid in a religious household that was quite isolating at times. So I was always saying goobye and starting over in a new place. While for some that might enhance their social prowess, for me it did the opposite, which was something I had to struggle through into adulthood. Nowadays, I find as I get older I care less what others think, and that goes a long way in alleviating social anxiety.
Very good article with useful info.