Rose, thank you so much for your thoughtful reply. Unlike you, I do feel convinced that the situation is hopeless. I have tried my all my life to hide the fact that I'm this way, and to change the fact that I'm this way. Doing either is pretty useless. I've read and read about the subject--how to have confidence, how to have a conversation with anyone--you know ALL that stuff.
I think I was diagnosed with depression a while back. I do remember going to a couple of counselors about it. It didn't seem to help at all. I was on Zoloft for about 10 years. The only thing it really seemed to do was to put me on one emotional level. I never felt overly happy or overly sad. Just kind of numb.
I agree that depression and social anxiety go hand in hand. And I'm not sure which causes which. I think they feed off of each other.

I don't even know if I can say I actually want friends. If I actually wanted them, I think I'd be more interested and seek people out more. But instead I avoid them. I only want to be with people I'm comfortable with. Once in a while people like that will come along and enrich my life and I will feel happier. I am a nice person and people do like me. But I just can't seem to keep a conversation going with very many people, and my quietness makes people drift away. Maybe they think I don't like them. Maybe they can sense that I'm not that interested. Maybe that's the problem. I'm only interested in certain people. Even if people do ask me to come over, or do something with them, I immediately start looking for an excuse not to do it because I know I'll end up looking like a fool like I have ALL MY LIFE.
So in saying all this, it makes me wonder if I really even want friends. I guess I do, but the process of getting to know people and finding the ones that I'll "click" with is just something I don't want to do. I really, really don't like small talk and am terrible at it. I know that one of my very good friends had to literally force her way into my life.
I know I'd feel happier and more fulfilled if I were an extrovert with lots of friends. But I'm not. On the few occasions when a social function did end up being successful for me, I felt elated when I came home. But the vast majority of them leave me feeling devasted.
I know this is a long post, but actually putting this all into writing and into words is something long overdue for me. Thanks for listening.