I admit that I am uncomfortable in new situations, but I think that one of my coping mechanisms is to actually start chatting to people. It makes them less "scary" to me when I see that they aren't there to judge me. So, in fact it becomes something that helps me.
I find that when I'm at a store, especially in a line-up, when I end up getting into a conversation with someone, the anxiety is forgotten and I have a more successful experience.
I remember once, during a Christmas rush, the store I was in was PACKED and the line was moving so slow, but two ladies and I started chatting and joking, so instead of leaving my stuff behind and heading for the door, I got to endure the line and left with my treasures!
As far as relationships already established, I am very very lucky that my husband not only "tolerates" my need to withdraw, but actually challenges it enough (not too pushy) to urge me forward. This has helped me in many situations to do some serious exposure training and that, in turn, has helped me overall.
