When ds was little I tried some playgroups, but never felt connected to the 'mommies'. It was an uncomfortable situation and I think ds felt it too.
What we did was visit the zoo and parks a lot. Eventually, you start meeting people. Your kids will let you know when they need something more.
All the kids in my neighborhood are ds's age (7) and dd is 4. Also, I don't know many people with kids her age. It's hard on her sometimes because she wants friends too and they all view her as the 'little sister'. A few months back she asked to be in pre-school, so we tried it. She LOVES it! But, it was her decision to go and if I ever felt it wasn't to her advantage, we'd re-evailuate the situtation.
It seems my son started making his true friends at age 6. One of our neighbors he's very close with and a few classmates. It's really interesting to see the kids he picks for his 'friends'.
Dd considers everyone at pre-school her friend (even the teachers), but she does have certain ones she's more drawn to.