I bought three clown loaches around a month ago, and at first they were incredibly skittish. I almost never saw them, though sometimes if I sat still for a while they would poke around briefly and warily, never leaving the safety of overhanging plants/decorations for even a moment. I was worried that I had just bought timid loaches that I would never see, like many people say they have.
Then I did five things that I think really helped them become bolder.
1) I made more caves for them all around the aquarium (mostly out of
pvc pipes) so that they feel safer venturing out, knowing safety's not far away wherever they go.
2) I made sure there were dither fish so they know they won't be eaten by a predator when they come out of hiding. My zebra danios and tiger barbs are all very active and fearless and work great for this purpose.
3) I gave them some time -- I really do think it just takes a bit for them to adjust and grow comfortable.
4) I added a fake floating plant to make the lighting less harsh for them and give them a sense of cover.
5) I got some blackworms a couple weeks ago and started dropping some in occasionally. Pretty soon they began associating me with those, and decided I wasn't so bad after all. Now whenever I go anywhere near the aquarium they're out on the forefront, swimming around and begging for food. I ran out of blackworms a while back, but they're no less enthusiastic now about nearly anything I drop in there. They're practically little piranhas, and it's getting to the point where it's almost hard for the other fish to get any food because these greedy pigs rush up and eat it at the surface, then eat it as it falls, and of course root around afterwards and eat it off the substrate. They even knock the other fish and each out of the way to get at it, clicking frantically. They will also literally eat from my fingers. It feels kind of weird.
One of them -- the biggest one, oddly enough -- remains a little bit more shy than the other two, but only a little. All of them sometimes swim around with the tiger barbs. And sometimes they fight with each other. They're pretty amusing.
Oh, and I forgot to mention that I tried for a while to be sure and never put food in where it would still be there during the night, to teach them that they had to be active in the day. That might have helped.
Good luck with yours. I hope they get less shy for you. They're definitely my favorite fish.