Many things [that I learned, and I am close in age to you, 29]:
-Its not enough to be a normal, well-adjusted individual. That’s the baseline; you need to have something about yourself that is interesting, but genuinely interesting, not something you took up solely to impress women. So follow the boilerplate and pursue social interests, and step outside your own comfort zone.
-You mentioned you are shy. Plenty of people are. For many shy people, the worst thing that perpetuates shyness is they are so afraid of embarassing themselves/saying something stupid/feeling humiliated they don’t try. In my opinion, to overcome shyness, you have to take the risk you are going to say/do something retarded. You have to be genuinely willing to change and stop making excuses for yourself. Take risks, put yourself in situations where you might get embarassed or even heartbroken. I truly do believe this builds character, you develop a better sense of self and confidence because screwing up with something as mundane as a minor date doesn’t become the boogeyman in your psyche preventing you from opening up more.
-Be open-minded about who you are willing to meet. Some people are unsuccessful in dating because they narrow their field down so much the likelyhood of meeting someone they approve of is pretty much nil. Conversely, don’t jump all over the first person who seems interested in you without genuinely feeling confident they are the kind of person you are willing to pursue a realtionship with.
-Be persistent and dynamic, keep trying but be open to improving yourself, even if its little ways. Be open to feedback and don’t make excuses!
-Develop a thick skin. For me, dating has been an intensive trial-and-error process, lots of trainwrecks, lots of I like her/she doesn’t like me and she likes me/I don’t like her incompatibilities. But I keep at it because I know that for me, if I meet someone special, it will be the product of persistence and optimism. Sometimes people get lucky and meet their soulmate on the first try, others have to meet 99 people before they meet someone great. Always be optimistic!
-Don’t write off friendship with someone you’re attracted to if you honestly feel like you have enough common interests to make a workable friendship in spite of romantic rejection. HOWEVER, don’t let women use this as a pretext for using you to talk about their own dysfunctional love life if you really don’t want to hear it- friendship is a two way street and some women inadvertantly abuse it.
-Make sure you have a realistic perception of women, don’t fall into the whole Nice Guy fallacy or see women as these unattainable prizes; women are just as human as you, they get bored, act stupid, and take a dump from time to time 
-Finally, and the hardest piece of advice to follow, don’t try too hard. Dont come off as too desperate/available. How to do this? Trial and error. If you’re shy, try and find ways to strike up conversations with people (not just women you’re attracted to) in situations where it would be natural for a stranger to talk to someone. You still may come off as a creepy, don’t let it deter you, just keep practicing. Dont give up!