Hi skeemodog,
Let me start by telling you I know exactly where you are coming from. A few years ago, I was just sitting at my desk building models wishing I had someone to play with. Now, I'm an officer in a gaming group with over 30 members and we are growing every week. I can tell you have the drive, so if there isn't an established gaming group, make one! You can pop into gaming and hobby stores, leave flyers, and start your own forums with a little bit of effort. It goes a long way.
To start, I would do a search on
These Forums for Gaming Groups in your area. Find out if they have forums, and join them. Joining the local stores forums is also a great way to go about things.
Go into the store, and ask the Owner if there is a specific night that the games you are interested in are played, or if there is a specific night the Gaming Group in your area meets. Let them know you are new and dying for a game. They will either play one themselves, or help get you set up with someone who will.
And yeah, just approach someone playing or observing a game. Introduce yourself, apologize for interrupting, and let them know you are new and dying to play!