How, where do I meet guys, especially when I don't have a social circle?

So I am faced with an issue that has been bothering me for quite some time now.
Few years ago, I gave up the field of study I was in and found myself starting over. The failures I had accumulated got me really depressed and I have only been feeling better since this year.
Meanwhile, I lost the few friends I had, and just got rather isolated.
Now I've moved to another town and it has been difficult to just make friends. People that have classes with me are much younger, we are not a lot and those I get on well the most aren't really the type to go out which means that if I want to go some place, to an event or something i'll have to go alone and I know how stupid one can look when doing so.

I've considered online dating but I know I won't get anything serious out of it and this makes me a bit reluctant
So can I do to improve my social life? Join a club? There doesn't seem to be a lot of them where I live right now.

I am also really shy, I do have a bit of left over feelings of shame or inadequacy because of my situation so...
How, where do I meet guys, especially when I don't have a social circle?
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