There's an old thread called something along the lines of "Rant tiem!1" or something like that. I *****ed and moan about my friendship troubles there.
Hey again. I don't know if I can help you with your friendship problem, but I'll try.
But I don't know where to start. Are you desperate for a friend? If you are, others may see that and take advantage of it. Beware.
Don't stop being yourself. This will likely stop you from finding a real friend, if you're trying to hang with the cool gang. If you must join a club, join one that interests you. That will boost the chance of a natural friendship. You can't MAKE friends, it has to happen naturally.
Look at other people, other groups of friends. Ask yourself do they have anything you want? Do you REALLY want these people as friends? I always see shallow friendships when I see these groups of people. I don't want any part of such a thing. I didn't used to see it that way though. I used to think these people were better than me because they had so many friends, but I was only seeing the numbers. I was only hearing the volume of their voices, not listening to their words. These people never say anything of substance. The popular ones, I doubt if they have any REAL friends, or any more than one. These people with a massive friends list on social networking sites, I bet none of them are true friends. And few if any at all good friends. I want nothing to do with their toxic brand of social interaction. One single true friend is worth more than any number of other "friends".
Don't get upset if so-called friends leave you. They were never your friends. And you are better off not investing your energies in them. A real friend won't care how you look or how you act. (Obviously if you're a jerk they will, but you get my meaning.) They will interest you and you will interest them. They will stick by you in tough times, and if you're also a true friend, you will do the same.
True friends are very few and far between. Good friends are also few and far between. Do not despair, or think there's anything wrong with you if you don't have one.