I currently live with 3 roommates. Two of them joined last year and the other one has lived with me for 4 years. The problem is that I don't feel really comfortable living with them anymore and I want to move out. It's really difficult to me to tell them what's going on because I am very shy and they are not my friends at all. Well, the one who lived with me for 4 years is actually my friend but the relationship is not as good as it was because of the new roommates. How should I tell them that I want to move out?
If you've decided on doing this, then I'd suggest starting from a position of facts and not emotion. Anyone who has had a roommate knows that the relationship is not permanent - roommates come and go. It's part of life with roommates.
They need time to find a new roommate, so the sooner the better. Set the date when you plan on moving out by, and have that discussion. "Guys, I'm going to move out on [x date]. I want to let you know in advance so you've got time to find a replacement if you want to." If they want to know why (and generally they won't), tell them the truth: "I feel like a change/I want my own place/I feel like doing something different". There's no need to go into too much detail here. That explanation will generally do.
In my experience (several years of leaving with other students in different houses), people moving out isn't really a big deal. Just explain several weeks beforehand (so paperwork can be taken care of) that you're doing so. A simple reason like
I would like some more room for myself
Is both true and doesn't pressure people into feeling attacked. It also allows people to do something nice for you when you leave.
I have noticed people appreciate some sort of moment to say goodbye. A simple dinner at home or a couple drinks allow this. It is always better not to burn your bridges if possible.