What it's like being shy

"Up until now, people thought that [shyness] was mostly related to avoidance of social situations," says co-author and child psychiatrist Monique Ernst. "Here we showed that shy children have increased activity in the reward system of the brain as well."

Why this would be the case is still not clear. "One interpretation is that extremely shy children have an increased sensitivity to many types of stimuli--both frightening and rewarding," says Guyer. There are other possibilities as well, says Mauricio Delgado, a psychologist at Rutgers University in Newark, New Jersey. For example, increased activity in the striatum may help shy children cope with the anxiety of stressful situations, although not enough so to help them overcome their shyness.

...Because shy children appear to be more sensitive to winning and losing, they may experience emotions more strongly than others, putting them at risk for emotional disorders such as anxiety and depression. On the flip side, shy children may experience positive emotions such as success very strongly, helping them succeed...

OK, that is from scans of only 32 people, 13 of them shy.  But that is actually more than usual for such a study.  Here is the link.  Here is Jonathan Rauch's famous piece on being an introvert, well worth reading. 

Chris Masse sends me further neuro links, here and here.  Here is a recent neuro study on how women react to erotic images.