All my life, I've been told I am lonely, because I enjoy being alone. But there are definitely times I am lonely.
Craigster, what do you enjoy? Are you a religious person? Maybe finding a church that's right for you? Are you into sports? Maybe joining a community sports team? Do you like to sing? There are never enough male voices in our community choir. Maybe you'd like to volunteer at the library or fire department? When you get into a group of people, look for one or two that you can relate to on some level.
That said, I am most lonely in a crowd. I do have a special friend, but I am not special to her. My family is my refuge. If you are gay, I don't know how a family of your own would work for you. Wish I had advice. You have lots of friends here. I know it's not the same as close friends irl, but sometimes, it's the closest thing we have.