Practice "aggressive friendship". People love being invited to things so when you find someone you like, start asking them out. Play tennis. See a movie. Get coffee. Happy hour after work. Walk through the park. Get lunch at work. Be respectful, be ok with a no, but believe that you are worth spending time with. And count on the fact that most folks are lonely too, and will jump at the opportunity to hang, an opportunity you are now providing.
The other thing I'll say is that I feel very lucky to have made friends with people who were already part of a big friend group. It's hard to build your own community from scratch, it is much easier to join an existing one. Birthday parties, shows, cook outs, are group events and making friends with friends of your friends builds out your web.
It's hard work, I was pretty lonely for the first two years after I moved out to the bay knowing no one, but building relationships is one of the most rewarding uses of time I know.