General synonyms:
* Timid
* Bashful
* Modest
* Reserved
* Introverted
* Self-conscious
* Unassured
* Hesitant
* Diffident
* Retiring
* Coquettish (especially for women)
More specific synonyms:
* Apprehensive: Feeling or showing fear or anxiety about the future.
* Embarrassed: Feeling awkward or ashamed, especially because of something you have done or said.
* Inhibited: Unable to express yourself freely because of shyness or nervousness.
* Wallflower: Someone who is quiet and shy and avoids social situations.
* Timorous: Showing or suffering from timidity.
* Fearful: Feeling or showing fear.
* Nervous: Feeling worried and anxious.
The best synonym for "shy" will depend on the specific context.