look for jobs face to face

I know the best way to find a job is to go to the place u`re interested in and ask them face to face.
The problem is that it`s a nightmare for me. I reply to job ads online and send my CV aswell but that`s not the best way to go cos my CV end up in a pile with others.
When i start working it`s fine. Bosses like me and all. It`s just the looking for a job part i hate. Especially if i have to go the place. I dont know why. The worst thing that can happen is that they say no. Maybe i dont like the tought of people looking at me if i have to leave when i didnt get the job i was looking for.

Please does anyone have any suggestions how to feel less insecure? I am confident. I just wish i was it when i look for jobs.
How do u do when u go and look for a job face to face? Do u ask for someone or do u simply tell the first employer that u`re looking for a job?

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