I'm somewhat turned off from clubs, because the few times i've been to them basically the people you show up with are the people you end up hanging out with the whole night. Nobody seems to spread out and mingle with others at all (except for on the dance floor). It's ok if you're just out with friends but if you're on your own good luck, because all you will be to a group of strangers you're trying to chat up is the 'friendly drunk guy', and if it's a group of girls then you're the 'friendly drunk guy trying to get laid'.
Most of the time, the first thing a group of girls or friends in general will try to do if you come up and talk to them is try to get rid of you.
This is why I think clubs are a more advanced way of socializing, definitely not a good starting point for anyone with social anxiety. I wouldn't rule them out completely though, like I said, if you're with a group of friends already then it's a fun atmosphere to be in. Otherwise, if you're going solo, you're gonna need some social skills built up. Also, most women who go to clubs aren't there to be taken home or to take home a guy. You wouldn't think it (with the way some of them dress) but it's true. They flirt, they dance, but not many of those people who don't already know eachother are going home to do the deed.