Zoloft is what I recommend as a first line of treatment. It is officially approved by the FDA to treat social anxiety. Lexapro is not officially approved for social anxiety.
Zoloft's main side effect is that it can make you jittery at first. After a while, it subsides and you feel like yourself again--only better. It increases dopamine levels and is kind of stimulating rather than sedating.
You should be forewarned: social anxiety can often be a lifelong problem, so you can't discount being on the medication like a diabetic is on her insulin (always). That is what my doctor told me.
My doctor prescribed Paxil but after reading that it commonly causes weight gain and sometimes memory problems, I called up and got my prescription changed to Zoloft. However, Paxil, the most potent of the SSRI drugs, is sedating rather than stimulating, which might be good for some anxious persons.
I currently am taking Zoloft 100mg per day for social anxiety, general anxiety, and mild OCD, and I have seen a benefit.