What psychotherapy is best for helping an adult learn social skills?

Depends: Depends on the particular disorder (causing the social skills deficits) and the individual's particular strengths and weaknesses, thus thorough assessment is key to 'prescribing' the therapy that best "fits" the person. Common techniques to teach social skills include instruction, modeling , role-playing, shaping, feedback, and reinforcement, .

Group: Many things can be helpful, and it primarily depends on your diagnosis. In general, to improve social skills, group therapy can be helpful.

Group Therapy: I have been conducting group for over 25 years and I have found this modality extremely effective in improving social skills, particularly expanding one's empathetic range.