For those for whom the gym seems too intimidating to start convos with strangers, another option is to try spotting and signing up to the hobbies where social interaction comes naturally, if not even unavoidably. Things like amateur choir singing (which I do), amateur folk dancing groups, sports clubs where people train in interactive groups (a cross-country ski club in my case), etc. -- these give regularity and allow the persisting social interactions with the same people over longer periods of time to form into true friendships.