I think it helps to join an activity you're interested in. It's pretty easy to talk to people when you're both interested in the same thing. For example, if you join a biking club, you can talk to other people about bikes, trails, etc. and you can guarantee they'll be interested in talking to you about it. Then the conversation will gradually turn into: "How long have you been biking for? What other things do you like? Hey, want to hang out at my house then go biking?" etc. etc.

I think that's an easy way to be open. People are more likely to be your friend if you have common interests.

I wouldn't recommend bars or clubs. You're likely to meet someone there, but unless you and that person are both "regulars", it'll be hard to start a friendship since friendships usually take more than 1 day to form. At least with activities like biking or whatever, you'll see the same people over and over again.