I do think volunteering is a good way to start- getting yourself on a committee, for example that meets up regularly at night can really help. Meetup.com groups can also really help - they are filled with a lot of people looking for friends. I think people often find a lot of friends in church groups- there are some churches that cater to single people in cities in particular that seem to be very good at bringing people together. I know some friends that host a weekly bible study group and they seem to grow quite close.

Book clubs might help as well. If you went to college there might be an alumni club in your area- they often run events where people can meet each other. maybe something fun like an art class or something might be good as well?