Of course, having a real person with personal experience talk to him is better, but there are some excellent printed resources from the Annenberg Center, including first-person accounts of managing anxiety and depression in adolescence and early adulthood. Free downloads of these books and access to many other resources at:
www.copecaredeal.orgdirect link to the first-person account on depression:
http://www.copecaredeal.org/Files/Teens/MonochromeDays_EN.pdfand social anxiety:
http://www.copecaredeal.org/Files/Teens/WhatYouMustThink_EN.pdfI can't remember now which one it is, but one of the books in this series (includes schizophrenia, eating disorders, OCD, and suicidality) was actually written by a major researcher in the field, who has the same diagnosis as many of his patients.
There are also parent/caregiver versions on the same topics.