What the answer comes down to is "exercise your social networks, both online and offline." You can be both looking for gamers/groups of gamers you can join and also registering your interest so that groups of gamers interested in a new player can find you.
Decide what you want to do and prep your pitch
Do you care what game(s) you will play, can you host, can you drive to a game and if so how far, etc? You need to decide on this so you know whether "I found a 4e game that meets in a library in Hoboken 60 minutes away" would be good or not. This helps you refine your pitch when you talk to other gamers from "I wanty the game" to "I'm a [new/experienced] gamer looking for [any RPG, a D&D game, prefer 4e but am open to others, etc] within [walking distance, a short drive, 120 minutes, etc.] of [where you are]. Also note what you have to provide - "I can provide a gaming location," "I don't mind GMing," "I am new but enthusiastic and really want to learn from an experienced group..." Note limitations, like "I am allergic to cats" or "No Republicans."
Shop It Around
Definitely use online resources.
Start with the everyday ones! Post
on your Facebook, twitter, blog,
or whatnot that you already have. If
you don't do those, start. I am not
sure why I need to explain this, but
"being social" is the first step to
"joining society" and plugging into
the gaming community is no
different. And a lot more people
use these common social media outlets than use specialized
looking-for-people sites, like
meetup.com or special interest
groups within facebook, foursquare,
whatnot, even classified sites like
Craigslist. Add "Looking for a RPG
group" to your profile and status
messages; look for other people
doing the same; look for groups
around the topic (ideally local).
Use gaming-specific sites or sites specific to your locale (ideally both). There's
"listing" sites like
nearbygamers.com and whatnot. I found my current
group through the now-defunct austin-gamers mailing list. My company has internal forums and I've seen people posting for gamers there.
Be part of
existing online gaming communities -
general forums like ENWorld,
RPG.net, etc., game specific ones
like the WotC forums or Dumpshock -
here's a nice "world map" of all the
big RPG forums out there from
ENWorld. Plus the big forums often specifically have
sections or resources for "Looking For Games" - ENWorld,
Google search. You may find RPG clubs (like I helped start the FORGE in Memphis, a public gaming club. Simply searching for "Memphis roleplaying" gets the FORGE and a bunch of meetups and other likely looking clubs and resources. You may also find older posts or other leads on local gaming folks. I've had people email me "out of the blue" because they saw something I posted on a forum or mailing list years ago about having moved to Austin and being a gamer asking me to hook them into local games I know about.
But don't use them to the exclusion of offline resources!
Get off your chair.
Post a flyer at gaming stores, but also wherever else flyers are posted. Public bulletin boards, ones at work, for sure ones at nearby universities. Coffee shops, wherever local custom dictates - here in Austin every sandwich shop and whatnot has a bulletin board.
If you already know gamers in other groups, or even people that play "related" kinds of games like TCGs, network with them. I formed a gaming group originally in Memphis by telling our Magic: The Gathering play group I would like to run some real roleplaying.
Go to conventions! You may live near other gamers but it's hard to tell; if you go to a regional convention you may meet them (and it's a great place to post to meet gamers).
The WotC D&D Encounters program is really pushing game-store-run games regularly, look for one of these near you - even if you hate 4e, you can meet gamers. They used to push RPGA a lot and there were local RPGA-affiliated gaming clubs open to the public, I started one in Memphis for example. When I was in Living Greyhawk they were even organized by region/country as well. I know Paizo has an Organized Play campaign called Pathfinder Society that local groups plug into too.
This shouldn't be last... Make some friends and then see if they would like to game! I taught myself roleplaying from a Star Frontiers boxed set in 1982. It can be convenient to plug into an existing group or know some experienced gamers but it's by no means required.