I wish I would have. Sad thing is, the ease of developing new friendships seems to be a function of the number of existing ones. Once you reach zero, like I have, you're pretty much stuck there.
If you want to develop new friendships I'd say find hobbies where you might find interesting people. Some hobbies tend to have more welcoming communities than others, climbing gyms being one of the better environments I've come across for meeting new people.
I play badminton, and I've occasionally played ultimate frisbee, and both have a great inclusiveness culture, at least in Colorado, Washington, Texas, and California, the places I've variously played. Much of my current group of friends that I haven't met through geek-oriented meetups I met playing badminton.
I also used to play volleyball, but ... well, too many jerks turned me off. Now I only play with friends at parties.
It's worth emphasizing that making new friends takes time. It was a year before I felt I had good local friends after moving to Colorado, and 2-4 years before I was doing things with them outside of our original meeting group. It probably could be done faster -- I suck at the whole social thing -- but for the poster above who claimed to be stuck at zero: Put in the time, do the work, take a chance by reaching out, and you can build friendships.
ALSO: Watch this TED talk:
New relationships require for you to put yourself in a position where you meet new people. It also requires for you to have opportunities for people to hang out with you.
I don't have a perfect solution, but I've found a few tricks. I've found that clubs and volunteer events tend to be full of friendly people who will introduce themselves. It also helps me socialize with new people when no one else knows each other.