I'm also in my 30s, in Denver and struggling with the same problem. I moved to Denver 2 months ago and realized something rather painful - I haven't actually made new friends in over a decade. It's always been difficult and I've been comfortable with a few folks I am close with. The problem is now they're not here and I just can't seem to take the next step with people I meet and move past the acquaintances stage. Anyway, if you'd like to meet sometime for coffee or something let me know. I'd be happy to chat :)

Also in Denver! Would be thrilled to hang out with any fellow HN folks. E-mail in profile :)

You're in a city! Good news for you -- that means you're halfway there!

There are a lot of people in that city! Do you enjoy playing Dungeons and Dragons? Finding or starting a Dungeons and Dragons group is great way to make long-term friends. It's how I made my group of local friends that I can count on for anything, and I'm nowhere near a city.

edit: Also, let me add something. I used to live in Sunnyvale. Lots of people everywhere, almost like a city. And I'm extremely extroverted, probably the most extroverted tech people I know. But I was depressed. Clinically depressed. Lexapro helped. It saved my marriage and possibly my life. Go see a psychiatrist.

This may or may not help you at all, try augmenting short winter days with a very bright sunlight spectrum lamp. It's no substitute for a nice coffee with friends, but it can still help keep energy levels up.

I lived in Denver for 2 years. I love the city, but it was actually pretty hard to make friends there. I met some random people in the gym that my wife and I hung out with some, but they became nothing more than acquaintances. I'm sure it didn't help that both my wife and I work from home, but it was one of the driving reason why we left Denver.