I wouldn't say that I have social anxiety. I just don't give a shit about socializing. Like irseg, I hate small talk and don't really understand what purpose it serves.
Something that really helped me gain more understanding of my personality is taking the personality tests like
http://www.keirsey.com/
I came out as being INTJ. It's amazing how accurate the descriptions are, at least in my case. At least I know I'm not alone in the world if somebody else can get the same test results that I did.
I don't really have any advice for people like us. Just force yourself to go out and do shit with people every once in a while. It sucks, but you'd probably find that you don't have many friends if you didn't participate in their bullshit every now and then.