There is one self-help book that changed my life and I recommend it first before you read anything else. That is Dr. Phil's "Life Strategies", his first book. Dr. Phil isn't really anything more than a regular therapist who ended up with his own tv show because he just happened to be a consultant on Oprah Winfrey's legal team. So the advice he gives you is basically what you would learn at therapy sessions with a doctor you would hire on your own. That being said, whichever route you take is your choice, book or professional help.
The book isn't about shyness or SA, but it helped me understand what I was doing wrong with my life. It points out very directly, in rational, logical steps, doesn't give you any flowery "go get 'em" or "you can do it" bs. It is all obviously general advice but it's meant for you to apply the knowledge to your situation. So I still have the shyness/etc, the book isn't a cure of course... but the book brings to light so much stuff, basically an "audit" of your life, that convinced me to finally take the problem head on. Which meant lots of research after I read the book. But without that I never would have gotten the idea to do any of that for myself nor would I have seen the logic in it. I would have thought any self help would not apply to me.
So I ended up buy a few books, a lot of them were unmemorable. I found a few good tips in some but the best ended up being "how to suceed with women". A pick-up artist's book, not about shyness at all. It changed how I think. Surprisingly the knowledge corresponds to Dr. Phil's book really well. It also wasn't a cure, in fact the book is very blunt about the fact that you could take a long time to prepare yourself. But it's presented in a rational manner that shows you what you're doing wrong, the psychology of how people think, etc. You realize a lot of beliefs that hold you back are illogical. Armed with the knowledge you don't feel as scared as you could be because you know all about the success/failure ratio, how non-shy people do things, etc. They give you ideas on how to stop the worry about meeting people. I applied the knowledge not only to finding dates but in my normal life as well. I was shocked at how many women wanted to talk to me after I did some of the things in the book, and I did them completely half-assed because I was still too shy to do anything fully.