You don't need coaching! Not from someone who charges you anyway - they're all sharks!
I kind of agree with vampire here. Any information that's worthwhile can be gotten for free, (edit: or from books). I had a series of events that started towards the end of last year that led me to having a mental breakdown earlier this year. I visited a shrink twice, but all I did was really just sit there and talk to the guy. Each time I spoke to the dude, a part of me felt that it was a waste of time, and that this guy wouldn't help me beyond prescribing me drugs which I felt was the cowards way out. I had done a fair amount of research on my own at this point and started doing the following:
1) Exercise
The last time I hit a major depression I managed to pull myself out of it just by exercising. I was already exercising a bit when I had the breakdown, but I got serious after it happened.
2) Removing certain people who were consciously or subconsciously trying to undermine you so they could feel better about themselves
Really, some people are dicks, and they just don't know it. They think they are being funny but really they are just emotional manipulators. I don't know what your social circle is like, but if you're suffering from depression/self esteem issues, you should take a good hard look at your social circle and see if there are any people who fall into this category. If there are, cut them out, or drastically reduce the time you spend with them.
3) Learn to enjoy your time alone with your thoughts
This may sound a bit weird, but I took a few months where I had limited contact with people in order to "reprogram" myself. I started by identifying a lot of negative thoughts and figuring out how to eliminate them, or at least manage them.
4) Find new friends
Tying into 2. Some people have a certain image/expectations of you, and that will never change. New friends don't have this. Find some.
5) Face your fears
This is probably the most important thing. You don't necessary need to jump in on the deep end. You can take baby steps to overcome your fears.
For example, I used to be kak scared of going out to clubs on my own. I literally used to walk to the door, almost crap myself, and then leave without setting foot inside. After a few weeks of doing this, I eventually went inside one, and then left 2 minutes later. Now I can go into most clubs on my own, order a drink and just chill there. I sometimes bump into people I know so I end up hang out with them. I'm still working on approaching strangers.
6) Stop giving a ****
The more time I've spent with people, the more I realise that EVERYONE, and I mean EVERYONE has problems. Most people are just really good at hiding it.
7) Get a job in retail (Ok, this isn't something I've done recently but it's still a good way to help you get over shyness. Although I found that once I started working a cubicle job that I kind of regressed in getting over my shyness)
This was possibly the best thing for me when I was younger. I was forced to deal with people, and I discovered that they weren't as scary as I thought they were.
Here's some other material that helped me sort out some of my ****:
The brain that changes itself
The power of now
The highly sensitive person
177 Mental Toughness Secrets of the World Class
Also check out Tyler/Owen's videos on Youtube:
[video=youtube;GGp25fn25Cs]https://www.youtube.com/watch?v=GGp25fn25Cs&feature=plcp[/video]