I've never used any conventional therapy to treat Social Phobia, so I can't really comment.
However, lately I have been making very good progress due to various things that I do, the net result of which has seen my confidence improve dramatically.
Firstly, I exercise a lot. It makes me look better and makes me feel good too. I feel stronger and more confident.
I always dress and look my absolute best, no matter what. This too makes me feel better.
I avoid all drugs and vices and eat well.
One of the big stumbling blocks I had to socialising was that, whenever I got nervous (which happened very easily) my face would noticeably go red and sweat. I knew that if I could hide this (i.e. combat the outward physical symptoms) then I would not be so nervous about going into social situations. Thanks to help and advice on this forum I found a product that completely stops me from sweating on my face.
Because of this, I now go into social situations and scenarios that I would otherwise have avoided. I'm still nervous inside, but because it doesn't actually show, I can "hang in there" and ride it out. In doing so, I'm getting better and more confident at socialising.
I think that's ultimately the key to overcoming Social Phobia. To face up to your fear and go into social situations. It's really helping me to get my life back.