I think the best way to find people you truly connect with is to pursue your interests.
I like sports and unconventional, strange people, so for the last decade I've been part of the roller derby and theatre communities in my city.
That said, any time you open up to anyone you're risking heartbreak. That is always going to be the case. It's up to you to decide if it's worth the risk in the end. I say that as someone who's more than happy alone.