Buddy is what I would consider a "scardy dog" ...at least he was when I got him. But getting him out, slowly, in situations which he became nervous in, I focused on one situation at a time until he overcame that.
He could never do agility, the social pressure would be too much for him. My other show dog, bear I couldn't do conformation classes with because he simply didnt enjoy them, he wasn't scared of anything, he just didnt enjoy it. So we stuck to sports, racing & hunting.