I'm a bit shy, so I went the route of joining clubs that support my interests: a book club, art guild, Bananagrams group, and a trail riding club. I'm still doing consulting work, so the four clubs ended up being too busy for me and I left the book club (which was 12 too many deadlines!). None of the activities I joined is expensive, except for owning and keeping a horse (which replaces my vacation for the rest of my life :-).
A group centered around a game can be a relatively low stress way to start a club, whether it's cards or chess or Bananagrams. There's usually a social 30-60 minutes before play begins. It's nice to rotate houses. The host could supply the refreshments, everyone could make a donation, or it could be a rotating committee.
A few clubs, enjoyable marriage, and a pleasant environment seem pretty good to me. Even if making close friends in the club(s) is slow, you'll still have companionship and some intellectual stimulation. I hope you find some fun things to do.