Meet ups. Hobby clubs (chess, cycling, etc.). User groups (Linux, Mac, Python, etc.). Take some lessons for a sport. Take a fitness class. Art classes. Group music lessons. Volunteer for non-profits. Find a local artist group, a local woodworking group. Local business groups like a chamber of commerce.

Basically, find anything which interests you that places you in a context where you bump into the same group of people regularly. From that, connections with develop.

For many, the biggest challenge isn't finding a place to be but actually getting themselves out there in the first place.