One, find a local hangout, such as a coffee shop. Bars are "ok", but I haven't made too many reliable friends at bars. Coffee shops tend to be great places. Go there, grab a book, and chill for a bit. It may take a few goes if you're not a social person, but still, better than nothing.
If you'd like to go the online route, I'd seriously recommend okcupid.com. It's not just a dating site; plenty of people are on there to make friends (and I've made quite a few on there myself). It's free, and works really well.