I totally understand where you're coming from. I have too much a sense of self to have a low self esteem. I'm reasonably intelligent, have a pretty face, good moral compass, sexy voice... the list goes on, but you get the point. I think I'm awesome. That doesn't mean I'm comfy dealing with people.
Humans kind of freak me out. There's the social conventions, emotional chaos, etc. You never know who you're dealing with until you're already involved. The more people there are, the less predictable the behavior. Trying to anticipate what people might do in order to formulate the proper response can be really frustrating and even overwhelming. My social awkwardness isn't about by view of myself, but my view of others.
The best way to overcome shyness, unfortunately, is to practice. If you go out, and sit quietly in the corner, you're not practicing. Despite how uncomfortable and draining it is just to sit there, all you're doing is observing. You have to actually talk to somebody. Each conversation should be slightly longer. I wouldn't recommend doing this at a club. Too hard to converse.
I suggest cashiers and people in line at the store. If saying anything is hard, start easy. Deliberately make eye contact and smile. Do a head nod of greeting. After a while, it won't bother you. Then, move on to saying, "Hi" until that doesn't make you feel weird. Move on to just a sentence or two. You're at the store, so nobody expects serious conversation... but a lot of us are bored enough to be okay with small talk.
I recently went to the store and bought something. As the cashier was ringing it up, I told him that the last time I'd bought it, I'd accidentally left it in the car overnight and had to throw it out. When I'd bought it before, I hadn't really wanted it. Now that I'd ruined my chance to have it, I really wanted some! We ended on a laugh. The whole conversation was only a few minutes, but if you're overcoming social anxiety, it's a big step.
Oh, and regarding phone calls to official numbers... write notes first! I inherited a touch of dyslexia from my father, which shows up in stuttering and weird memory issues. I always write myself little notes, or figure out exact wording before I call.