Even though I used to have a lot of trouble in society and with people, I think that after a few years of trying to integrate I no longer have what is known as social phobia. Now, I am merely shy. I can talk to random people with very little anxiety and am a lot better than I was a few years ago. Some keys to this are: experience, effort, avoidance of negative stimulus (avoid negative people who make you feel awful) and persistence.
I had incredible difficulty in speaking to random people in the street, so I decided to ask 10 strangers a day for the time. This works well as long as you make sure you dont ask the same person the time more than once. Once, a girl told me I had asked her for the time three times! I got a job and little by little I began speaking more and feeling more at ease. Sometimes going out with work colleages or meeting them outside work.
Sometimes having negative experiences with people can make you worse, but as long as you are in a civilized society and an adult (ie, not at school and subject to bullying), you can ignore or avoid these people so they don't get you down.
Probably one of the most disheartening things that can happen at the beginning is meeting people who don't understand your behaviour and who disrespect you. Again, avoid them.
I also think that sites like these can do more harm than good, because they are filled with people with problems and it can make you feel worse. So, probably going on these sites isn't the best for everyone.
And something I have found out recently is body language. Communication is in a large extent nonverbal. You can get books on body language from libraries and in general is very helpful in understanding people's emotions and wishes. So, reading about this topic may also help you.
I hope you all improve and live a happy life.