I've had to ask this myself, too. I'm almost 30 and finding that options like work, volunteering, etc, aren't cutting it. My coworkers are often very busy, etc. And wouldn't you know it, I volunteered to do something I genuinely care about (maintaining public gardens) -- I work alone!

Looking back, most of my friendships have had an emotional foundation of sorts. We were high schoolers who were breaking the family rules with religion or relationships or we were looking for other outcasts. I think making friends as an adult is probably easier over classes and support groups, which are my next step.