How to get out there and do things?

I think I have social anxiety. When I'm around people I get overwhelmed, dizzy, shaky, my heart will skip beats, and I get so tense that it hurts my neck and back. And if I somehow manage in social situations, I still feel like I've done something wrong or I looked stupid or said something dumb, or rude, or whatever. It's like I'm constantly lonely and dissatisfied, but I also have trouble enjoying myself when I'm around anyone else. So when I do go out, I come home depressed and/or anxious. What should I do?