I know your frustration! I felt the same thing a few years ago - after being home with babies & not having that group of work friends as available anymore, I finally made new friends when my kids were in preschool. Many of those friends (whom I was really starting to feel were becoming "good" friends, not just the moms of my kids' friends), moved "back home" because they wanted to be closer to their families since the kids were a certain age, and I felt lonely again. Like you, my husband's whole family is here, & while I'm not from here, much of my family relocated here, so we are here for the long term. My kids are in 4th grade now, & I've made some really great friends through school - people who are here for the long-term (because now it's too disruptive to move the kids). It seems to ebb & flow, so hopefully you'll meet a group of fantastic women soon.
I've met several friends walking - we drop the kids in the morning & walk & talk for anywhere from 20 minutes to 2 hours - sometimes just 2 of us, sometimes 5, but we have set days (M, T, Th) to walk, & if we walk W & F too, even better.
Another thing to bring friends to you is hosting a party (i.e., Tupperware, Mary Kay, 31, Lia Sophia - though I think the best is Tastefully Simple, because it's even more about visiting around food than just being given a presentation). For everyone invited who brings a friend you can give an extra door prize ticket (2 friends = 2 tickets, etc.). Also go to those parties if you get an invitation - you don't always have to buy, but you will see who ends up at the same thing & who you will run into regularly - make friends with them, because they must have the same interests you do!
One last thing - don't drop those friends just because they moved - I still keep in touch with many of them on FB, & everyone returns to FL for vacation, even if it's just to go to Disney or the beach, so they'll still visit. My best friend lives in Massachusetts & we talk nearly every day, so it's almost like she lives here. She was just complaining to me about the same thing - several of her friends moved from MA all at once. Stay in touch with them, you were friends once for a reason. Smile -