That's a good question. I'd love to hear about it as well. But so far the popular answer is "hobby groups" (dance classes, photo walks organized via discussions on flickr, etc.).

What sort of worked for me the most so far, are various "international" meet-ups/communities, like Couchsurfing (they now have this feature called "Hangouts" where you could hang out with locals and travelers in real life) but those of course are a bit farther from "locals" and more into expat/traveller scenes.

Also, I believe, going to bars works as well. But you need some calm, cozy and compact places (not the crazy/party ones). Craft beer places work good in my experience also some "artsy" venues.