Lately I have been having a re-occurring problem with getting out. I have never really been a social person, and have found it very hard to make new friends without a forced environment (summer camp, college dorms, etc). This has become an issue now that I have a real job for the past two years. In these two years I have not gone out socially other than visiting "old" friends' houses. I also have not made any new friends. This leaves me very lonely since most, if not all, of the friends I have live out of state.
Over and over I will find a neat event I want to go to, say the radio station is having a live band in a local restaurant/bar, and plan to go. I'll get directions and everything. Only then, I just don't go. I'll stay at work working, or I'll go home and just sit online wishing I were out having fun. How can I stop being such a social chicken?
Bored at home
Once you're outside of the comforting hug of education, friends can be much, much harder to make, as you've discovered. Your most obvious option is finding them at work, but that's not always possible in smaller companies. If you're working so much or are afraid, you won't get yourself out there and meet new people.
That's the key. You have to meet lots of new people, and those who share interests with you will come out of the woodwork. I admire that you're willing to go to an event by yourself, but realize that it can be really hard to make new friends in a setting where most people have already brought their friends along.
Is your financial situation good enough that you don't need to work beyond your slated 40 hours? If you work regular hours, I recommend joining something. A fun gym class, a knitting circle, a skydiving club...something that reflects your interests and something else that you've never done before. This might not work right away, but as you try new things, you will meet more people, and some of them will become new friends. If you don't have the cash, try volunteering for something like a race or even at the zoo.
Don't discount the possibilities around you, either. Are there people you know now that you want to get to know better? You could ask them to come to that bar and see the band with you, or get a drink with them after work.
Just don't stop traveling to see your old friends when you can. Long-lasting friendships are hard to come by, and sometimes can lead to new ones.