Hmm.. good thread.
I'm pretty much in the same boat.. I have found a few diff threads on here about this recently. I think we live in such a technologically advanced world that people sometimes forget how to interract with each other. It is hard work to find new friends, and you do have to put yourself out there.
Instead of just getting up and jumping on the net, make a goal to go out for breakfast or do something around people in the morning. Greet people on the street and try and smile. Im unemployed and @ home most of the time until I begin studying next year.. so I totally understand what its like. If you sit at home and brood on the situation, it seems much worse than it is. If, however you get out and at least associate with people in the same vicinity, you'll feel better.
How many birthdays you've had is irrelevant.. I'm 24, so a bit older, and I guess what irks me is that I'm young, and young people are supposed to have friends.. at least thats how we're programmed. People are dissatisfied and lonely at all ages though.. loneliness is such an inward disease... I have good friends, but similar to you, they are in different cities.
Open your eyes and look around.. even those people WITH hoards of friends around them aren't necessarily having a better time than you.. Most people talk about is what they saw on TV, sports, their careers and generally a big whinge. Approaching is much easier said than done.. but accept the fact that we are not all going to be freinds.. you can't get along with everyone.. But if you don't let lonliness own you and take lifes journey in your stride, I think you'll find it all easier.. Plus your young.. lots will change, people will come and go often in the next few years and there will be plenty of opportunities to meet new peeps.
I suggest listening to Cat Stevens - Don't be Shy to boost your spirits!
As a gay guy, I would say there is some reality of guys being insecure about being approached in a bar.. The problem I find is drunk people in general though.. My confidence flies out the window if I drink too much, so I generally avoid the bars and the clubs.. Drunk people aren't themselves anyway.. Its all "Yeah man, lets hang out" best friends for the moment, then the next day its 'Who is this guy in my phone". Don't waste your time with that, its a trap.
For all the guys out there.. I think it has to be said that good male friends are hard to come by.. for me its always something that I've stumbled accross due to situations, not purposefully sought anyways..we can all be quite complicated arrogant beasts haha.
Have a look at this thread from SLR too: Some good advice here:
http://www.bluelight.ru/vb/threads/588155-How-to-approach-talk-to-people-without-being-Awkward..