I've had limited success with therapy. It's nice to have someone to talk to though.
If you go for therapy, I recommend someone who does cognitive behavioral therapy or some kind of pro-active approach. My shrink told me when I first started that she wasn't a CBT therapist. I should've moved on right away, but I didn't know any better and because of my AVPD, it was so hard to seek out a therapist in the first place, I couldn't face starting over. Eleven years later, I wish I could go back in time and slap myself. I feel like I've wasted 11 years chatting with someone I paid to be my friend.
Find a therapist who will push you, not just chat.
As for medication...I've tried anti-anxiety meds and anti-depressants. I think they help a little, but they don't take away the main problem. In other words, I'm still alone and too scared to make connections with people...but I feel a little less awful about it.