I don't think that chatting online or typing on the internet really does anything for you if you have approach anxiety, unless you are WAY WAY shy and even have anxiety approaching women online.
To get over approaching women in real life there is nothing like just going out and doing it. I remember the first time I actually cold approached, I'd say it was 6-8 months ago. I failed, of course. But it did a lot for me, and after you do it over and over, not only does it become easier, you learn how to hold conversations. That's where I am now. I can walk up to girls and engage in conversations. I just need to learn how to close. A buddy of mine said he had the problem, and now he just throws it out there, he just does it. Not to say I'm fearless, if a few hotties are dancing by themselves with a bunch of people watching them, I'd have a hard time approaching that but then again I hate anything to do with dancing or night clubs.
I'd say if you're in a new area and want to work on your social skills, try to meet people in real life. I haven't had much success online. I am talking to a handful of girls right now online, and just started with another I'd actually want to go on a date with. I just have little luck when it comes to online dating. Most of the time they don't respond. Or they are fugly. Every once in a while an OK to cute responds. The hot chicks don't respond.
I also know a few women who have "boyfriends" one even lives with her "boyfriend" but she tells me she's going to this party because she likes this guy and she thinks he's flirting with her. I'm sure she's looking for options. She told me her boyfriend's not really working out for her. I also met a girl at a bar with friends and was chatting her up and not to far into the convo she told me she had a boyfriend, but not long after she was telling me how things weren't going well, she doesn't know what will happen, etc.
