One of a stay-at-home mom's best anti-loneliness weapons is the companionship of other moms. Playgroups and play dates can fill hours that would otherwise be long and boring.
The first step to having regular meet-ups with other mothers is to find some other moms in your area. Mothers can usually be found at the kids' corner of the library, the park, the church nursery, and anywhere else children gather. Going to these places is a great idea anyway if you're feeling lonely, and meeting other mothers for future play dates is just an extra bonus.
Strike up a conversation with some other mothers and see how it goes. Like you, they might be looking for some companionship for themselves and their kids. Being the moms of young children, you already have a shared topic of conversation.
Another way to get out into the world is to sign up for classes at your local community center. Depending on your schedule and preference, you may want a "mommy and me" style class where you and your little one have fun learning everything from fitness to music, or you can sign up for a class just for you. These adult classes usually take place in the evening, so they might be doable if you have a spouse who's willing to put the kids to bed while you're out.
One great feature of most community/recreation center classes is that they're usually not very expensive, and you can meet other women there who share your interests.
Get Connected
The Internet is a great place to connect with other stay-at-home moms. You can chat, post, and blog to express your ideas and you can learn what other stay-at-home moms are thinking and doing in their own corners of the world.
The Internet is great for everyone, but has some special benefits that are perfect for those who are a bit shy or reluctant to approach people face to face. Online, you can lurk around a community that interests you to see if you would be a good fit. If not, you're on to the next one without ever having to say one "hello."