Well, I basically had to force myself into social situations, which only came through getting a volunteer position/job. In the past I tried going to therapists, but I found I would just lie to them during our sessions. Not a full on WMD lie, but a little white lie with some element of truth, like for instance, "I tried going to the bookstore, but got within sight and had a panic attack. But I tried." The lie consisted of the fact that I never even tried going out, because just thinking about going outside and socializing would be a paralyzing thought. So for many years I did only the bare minimum of what I had to, going to class, getting groceries, etc. Hell, for like a year or two I couldn't even go to the grocery store, I was so crippled with anxiety (I ate all my meals on campus at that point). Anyway, I want to stress that it's a gradual process... I've been working on my social anxiety for years now, and even though it's hard to gauge success in this area there are things I can look back on not being able to do even a year or two ago.
Once I graduated college I guess I realized I had to do something that involved society, so I did volunteer work. That work was really beneficial for me, because I was working at a front desk, greeting people, answering phones, doing things that society requires of normal people. Things that a year or so ago I had no ability to do. Not that I particularly love doing any of these things (in fact I hate answer phones), but at least I can do it. But, as I started out, I had to force myself into this situation. There was really nothing else for me to do but get a job or start volunteering, and the barriers to entry are much lower for the latter. This was the most beneficial thing for me, regular human contact with some kind of purpose. I started out giving myself arbitrary tasks like "Go to a bookstore" or "Go to a new coffee shop, order something you've never had" but I could never meet those goals, I guess because I realized deep down their arbitrary nature. So I would either never do the exposures (and feel guilty) or do them and not feel much accomplishment. And the idea is to eventually "ramp up" your contact, like making your next task to actually talk to a stranger. Of course I never got to that step.
But as soon as I did something with a purpose, that involved regular, guaranteed contact (the volunteer position), I found my anxiety started to improve. Now I'm not perfect or anything but I've found a few months of doing this my anxiety has severely decreased. Like I can go to new places regularly, talk to strangers with a little more ease (I still need practice with this though), eat out at a restaurant or cafe by myself. I've always been an introvert and while I don't expect to become an extrovert any time soon, I have been able to either manage my anxiety much better. This all came from within, but it also came because I had very little options left. So there was more external pressure for me to change than my own internal motivation. As I say I was "forced" in a way to finally get out. But it worked better for me than my previous efforts, because I found a way of providing myself purposeful and guaranteed contact.
I don't know if this helps you or not, or if your situation is similar, but this has been my experience. Your experience with therapists, for instance, may vary. For me it ultimately came down to being forced to change... that's just what it takes for some people. Social anxiety is a learned response, so it takes a long time to unlearn it.