I read the thread about why shyness doesn't pay and felt compelled to toss in the opposite argument: it does pay to be shy!
I am a fairly shy person, but my feel is that it generally works in my favor. When I find myself in a new situation or amongst a new group of people, my shyness grants me the time to calmly work out the dynamics within the group and it also prevents me from overwhelming people with my personality (which I have in spades, of course
). I may not come in guns blazing, but at the end of the day my shyness - or perhaps I should call it 'reservedness' - enables me to connect with people quickly and easily. Hence, I feel that my being shy is one of my better traits.