Lot of people who make geographical changes or travel frequently feel lonely, as they find it difficult to make new friends. Most people wait for others to approach them or make the first move, but unless you are Brad Pitt or Angelina Jolie it's less likely to happen.
The most important thing to remember is that if you want to improve your social life you need to go to places where you have a chance of meeting other people. Let us take a look at some places where there is a likelihood of you meeting people.
Go to a park with a newspaper or a book and strike up a conversation about the breaking news that's in the paper or by asking the person next to you about places to buy good books. Let people know that you are new in town and most will be eager to help you out. If you have a pet it will be easier to strike up a conversation with other pet owners in the park.
What's the worst thing that can happen is that they will probably politely excuse themselves or ignore you. Get over your fears, you will not die if someone ignores you but if you don't approach people you surely will ignore the possibility of meeting someone interesting.
This might sound strange but you will meet some good people in the local church and they also have events which make for a nice setting to get to know people. Just let people in the church know you are new in town and let GOD do the rest.
If you like to work on your physical fitness joining the local gym or yoga class these are some of the best places to meet singles who follow healthy lifestyle routines.
Volunteer at organizations like Green Peace, PETA, etc or join charities that work for the betterment of society like helping children with disabilities, people with HIV-Aids. This will not only give you a purpose but will also allow you to meet some good people.
Other interesting ways to meet people are joining an adventure sports club, visiting the local skating park or golf club, etc. Remember people don't know that you are new and want to make friends so the onus of taking the effort lies with you.