Books by David Burns, who is credited with giving rise to CBT, are good. Specifically, Feeling Good.

Personally, I had pretty bad social anxiety, but worked through it with a therapist and hard work. There aren't any short cuts or magic tricks, it's hard work and it puts you out of your comfort zone.

I'll preface with saying I'm not a doctor, but, I'd avoid mediation unless you have general anxiety and/or depression. There's a lot of evidence that shows that medication and therapy are equally as efficacious for problems like this.