Free - PLEASE give it another go!
The first time I went to a club I was the same. Lurking in the carpark, smoking too much and getting all panicky. Once I got in and found everyone to be really nice, it was the opening night at Exclusive in Northampton, it felt great. The next time I went I had a really good time and the rest they say is history. Have another go, I promise you'll meet some great people.