If you feel like just lying back in bed Saturday morning, and sleeping the day away there are a few things that may help. Try getting up, even if you don't want to. Just know that after the first 10 mins it will be ok. Once your up, start doing things. Anything, no matter how small. Go shopping with family. Get some exercise, perhaps go for a jog. You don't need friends for that, and it gives a mood boost no drugs can.
Once your in a more positive frame of mind, find out about clubs, or events in your area that you could join. Something along your line of interest. And then take the step and go to them. Go alone if you don't have anyone else to join you. You will find there are a lot of others who go there alone. It will be tough. But it's the only way. You need to focus on what you want (going out, make friends), instead of what you don't want (don't want to be judged by others or depressed). So don't think "I'm going to be judged, feel bad etc." think instead "I will get to do X,Y that I enjoy, and perhaps meet a few people".
So do some brainstorming. What interests do you have? Perhaps look on the web for related information on places you could go to in your area. When you are doing something you really enjoy, a lot of the anxiety is taken away.