When moving to a new city: reach out to locals or find newcomers like yourself?

I am thinking about moving to a new city, yet I would not know anybody there. For those who have moved in recently, how have you coped with being to use Robert A. Heinlein's/Book of Exodus phrase "Stranger in a Strange Land?"

Is it better to reach out to locals or to find others in your same circumstance? Meaning they are also recent arrivals--so that at least you have something in common to share. If the latter I am not saying you'd necessarily become friends with your fellow travelers, but it would give you some support while you get used to your new place.