new kid in town

don't get me wrong, Ive been the new kid a number of times. I moved around a lot growing up. I went to 6 schools between preK and my senior year of HS. I lived in 5 different places while I was going to all those schools. Then I went to 3 different colleges. so you'd think I could write a book about being the new kid and how to meet people and make friends. but the truth is I'm terrible at it. I get very self conscious around new people, I get it into my head that they are just thinking "shes so weird". I'm sure its partially due to my depression, which I need to work on (making a Dr apt soon).

I don't want to be Debbi Downer, my depression is something Ive been living and dealing with most of my life. I have learned to accept it and I am learning how many different parts of my life it affects, and many of the ways it affects isn't good. I am hoping that this move and new chapter in my life will help me with it and figure out the rest of my life. 

I would love some advice ladies (and gentlemen). Have you ever been the new girl/guy in town? What did you do? How did you meet friends? I am not currently in school (and it looks like I wont be this fall) and I'm currently looking for a job. I need a way to meet people outside of school and work. I don't have a lot of money to spend, so joining a gym isn't an option at the moment. I love volunteering so I am planning on looking into joining a volunteer organization.

any tips or advice would be wonderful!