I've taken Lexapro and Effexor. Both are somewhat effective for social phobia. I was on 20mg of Lexapro and found that it didn't quite control my depression and I needed something stronger - Effexor. I have been up to 300mg on Effexor and although it is brilliant for depression my social phobia is not gone.
The bottom line is everyone is different so a drug might work for person A but not person B. The three drugs approved for social phobia are Effexor, Zoloft and Paxil. You might have to go and try all three, as some people do, to find the best one. Also think about using benzos eg Valium and Xanax they are well worth going on IMO.