You are a great Mom! My third child is my shy one. He too is 4 and going to preschool this year. I agree that for this child's well being I am more interested in his social confidence than in him learning pre-kindergarten knowledge while at "school". First, for this age it can take 6-8 weeks to adjust to a new routine. I can not help but wonder if your drop off routine changed when his behavior changed. If he does fine after you leave I would figure his upset is mostly his gift to you specifically and to get whatever benefit he receives from you, the extra comfort, love, time, understanding etc. I believe there are many ways to work through this. Personally I would not engage in any discussion before going to preschool beyond "we are going to preschool". To any fussing your son does I would acknowledge specific gripes he has without letting it become a discussion. For example, "I hate preschool" or "I want to stay with you Mom". If these types of statements are a running dialogue I would smile, maybe occasionally give a kiss on his head, and occasionally while on my knees looking in his eyes repeat what he just said back to him without judgement but instead with the words like "I hear you saying you don't like school" maybe once in a while add on when needed "but you will still be going". These words do not change what will happen but does let the child know you hear him even if he is not going to get his way. This is more important than you may think. I even do this with my 12 year old at times when he argues with me as if enough words or the "right" words would change my answer because if I truly was hearing what he is saying to me then I couldn't help but agree with him. :-) For me the key is not engaging on the emotional level the child has gotten himself into and keeping all talk about the unwanted destination to a minimum. Next, the question of should you stay with your son for any length of time after dropping him off at class. I think that depends on your child. If staying doesn't benefit your son in any way or makes your leaving worse then I would create a drop off routine that is swift and has you kissing a cheek with a "pick you up later" and a walk out the door. (Stay around the center or in your car and return in half an hour if you are unsure and check on him without him knowing. If he is still fussing give him an hour. Most kids really do calm down within 10 minutes of the parent leaving.) I would say your goal this year is to teach your child that he is capable of handling whatever he faces when you are not there to walk him through it. Our shy children seem more unsure of themselves and only by doing will they gain confidence in their ability to cope with situations on their own. I definitely would not stop, knowing as you do that he will need this skill next year as he goes off to a full day of kindergarten.
I too have heard "I don't want to go to school" from my shy 4 year old and still do some days but I let those statements drop as fast as possible and I do not try to tell him what a great time he will have once he gets there. For me and him, we know he has no choice about going and I will admit to telling him so a few times in the first 3-4 weeks he went. These days he usually isn't jumping with excitement about going but I do not hear any complaints. After about 5 weeks I noticed other children knew my son's name although if you ask him he doesn't have any friends and doesn't play with anyone. Also, drop off has become fast with him getting his coat off, giving me a hug with the words "you can leave now". He remains shy and does not engage in any play until after I have left the room. Similarly, pick up has changed. For the first 5 weeks he was always at the computer when I arrived, a solitary activity. Now he is more likely to be moving around from one person to another playing/talking or whatever it is he is doing. I will remind you that he still tells me he has no friends there! I too want a more socially confident child and believe this is one way I can promote this characteristic in my son. I hope this helps because I do think you are doing the right thing by putting your son into a safe, organised group environment where he can learn about his abilities to problem solve and cope all on his own. Best of luck!