I suffer from "mild" anxiety, which has lead to some depression. At times, it's hard to go to venues where there are huge amounts of strangers or even the office at big corporation X (it's not so great whenever you feel like you're choking); but I power through it somehow.
I can't get rid of it, but I've found that heavy exercise (ideally both weights and cardio) really helps to mitigate both the depression and anxiety.
Hey, sounds like you might have some (maybe mild, I'm not a pro) form of social anxiety. Talk to someone about it, since there are very good programs (e.g. http://www.bostonsocialanxiety.com/ I've seen lauded on reddit) to help you with that. I've seen people with social anxiety completely transformed.
I can't get rid of it, but I've found that heavy exercise (ideally both weights and cardio) really helps to mitigate both the depression and anxiety.
http://www.mayoclinic.com/health/depression-and-exercise/MH0...