It's a good question and one that my fiancee and I have been thinking a lot about, as we think we'll probably leave New York City in the next couple of years once we're ready to start a family. We do have friends/family in other parts of the country, but we aren't necessarily tied to moving to one of those spots. I guess the first place to start is your job, but beyond that, you may have to make an effort - see if there are local clubs that cater to your interests, whether it's outdoor activities, book clubs (probably more for women, don't know many that are for guys), sports fandom, gaming, etc. etc. If you have kids, you'll probably be able to increase your social circle by befriending your kids' friends' parents.
I think one just needs to make him or herself open and approachable (easier for some than others) - introduce yourself to your neighbors, attend any and all public events nearby that you hear about and try to strike up conversations and then hope you get lucky and meet people who are open enough in return to form new friendships.