The first thing to do when you find yourself attracted to a shy man is to question your feelings for him.
In other words, ask yourself "Am I attracted in spite of or because of his shyness? A very close friend of mine is extremely shy, and I know plenty of other guys that are shy. Shy guys, almost by definition, do not have the balls to initiate and pursue women.
If they have even the slightest doubt about your intentions they will hold back.
This is what prevents them from taking the initiative in the first place.
If you are looking for an abundance of devotion, he has it to give.
So, in conclusion, if you are interested in a shy man, start by questioning that feeling.
Though he knows his own limitations (as prescribed by his shyness), he also knows what a typical man is "supposed to do." So he recognizes, too, when you are doing it for him.
This will offend him if you flaunt it, or if it is evident due simply to the social magnitude of the task you've assumed (for example, if you take his hand and lead him through a crowd).