What is the best way to make friends in NYC?

I am a 26 year old female who works in marketing. I have lived in NYC for two years, officially, today. I have volunteered, joined a gym, participated in ZogSports events, sat at the park, visited bars, eaten at the top restaurants. I have yet to find a friend/friends that stick(s). I meet lots of several casual people that never seem to be interested in meeting you a second time, as they have a solid group of friends and are not interested in adding more. I am quite outgoing. I moved from Chicago, where I have a lot of friends. What am I doing wrong? Thoughts? Are you in the same boat? Were you in the same boat? Help! I don’t need Sex in the City, I am looking for a friend (or heck, two or three) interested in grabbing a drink/dinner/movie. Any input is greatly appreciated.