Here are some of the best things that I learned.
1.) Don't approach people who are standing alone; approach groups of two. Whenever you approach a group of two, there is a very good chance that at least one of the two want out of the conversation.
2.) Learn to smile whenever you see someone.
3.) If you smile at the same person twice, it is time to introduce yourself.
4.) You don't matter. Ask lots of questions and put the focus on the person who you are talking to.
5.) Proximity is very important. If you want to make friends in a hurry, learn to situate yourself in a place with a steady stream of people. Standing at a buffet table is a cliche because it works.
Go somewhere people gather. Bars, clubs, meetups, work functions, really anything is fine. Be social. Expect nothing. Followup with the people you have a genuine connection with and they'll introduce you to their friends when the time is right. If you don't make a genuine connection, move on.
If you consistently do this, you'll build out a useful, large group of friends who actually care about you. Hopefully you care about them too.