Joining clubs, going to events, etc CAN be good. They are worth a try. People give this kind of advice alot, as if it makes things easy. However, it does not work for everyone.
I joined a music club at my school, and failed to make friends with anyone. They barely notice me at all there, and only approach me if they want my skills or to borrow something. My teacher is nice, and likes alot of the same bands that I do, but the kids tend to ignore me.
At least I gave it a shot, but just because people may be interested in the same things doesn't neccessarily mean that it's going to be easy to make friends. I'm not trying to be negative, because it's not BAD advice. I'm just saying that sometimes, the interest doesn't make much of a difference in the effort required to fit in.
I did have luck in a writing club, once. I never really made friends, but the meet-ups were nice. We drank tea and shared our poems and stories. I think this club worked out better because it wasn't through my school. These were kids from other near-by towns, my grandmother learned about the group from a flyer. I think because we were all new to each other, it was easier to make a good a impression. Maybe try an out-of-school club instead?
Just my two cents.
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"I've been really, really anti-social for the past few years, and I'm just starting to get over it, and come out of my shell, and be able to like people again" - D'Arcy Wretzky