Well, you've answered your own question, really. If you're stuck in this circle, then the only solution is to break it - the most obvious place would be to go out on a friday/saturday.
Do you have any friends? If you do, even if it's only one or two, arrange to hang out some time, and ask them to invite one/two of their friends who you either don't know or haven't got to know properly. Depending on your self confidence / shyness (which doesn't sound too great from your post) ask them to bring only one to start with, or if you think it owuld be easier/nicer, ask them to bring more, a larger group.
This doesn't have to be on a friday/saturday evening - it could be something as quiet as grabbing a coffee - which would probably actually be a better idea for you. It will help you develop conversational skills, confidence, and just your social skills in general!
If you don't have any friends, as annoying as it probably sounds (I've read posts advising this, and even just reading it annoys me..) try to join some sort of club. Are you into sports? Sports teams normally all get on really well, probably because of the similar interest and therefore personalities (to an extent!)
Not sporty, look up what sort of things are on offer in your area... erm, there are normally things like drama, but I somehow think that's not your sort of thing? Have a look, hopefully there will be something like a film club?
Or perhaps even a charity group? I've just joined Leos, which is sort of the "baby" group off Lions - we're basically all 16 to 19 (ish!) and they organise fund raising events, but also just social events for members - maybe there's a branch in you're area? I would advise it! Or just any other charity organisation...
Maybe you could get a job? In pretty much every shop I go into, there are always a couple of people in sixth form age (which I'm guessing you are?) People I know at school have jobs in all sorts of random shops, they basically take whatever they ca get, so you're bound to find a couple of people your age. I guess an advantage of finding friends through work is that unless you're a complete d**k, which I really doubt you are, you *will* be invited to work dos etc. which will give you the socialising opportunities...Also, if you're really shy, and it's a little daunting, you can always just have little conversations, and then pretend you have to do some work, before your confidence builds up and you can get to know them well...
hmm - didn't realise this post was going to be so long, if you do manage to trudge through it, I hope you find it useful!