The way I've built a cool circle of guys is to be sociable and recruit people you vibe with along the way.
For example: worked as a bartender years ago. The head bartender invited me to play video games at his place, I went and that's how I met his friend who I'm still cool with to this very day (a very fun natural)... More so than the original guy who introduced me.
A guy I loosely knew from my hometown, DM'd me to go on a night out with him. I didn't really rate him back in the day but thought "why not" and fast forward he's probably the biggest single positive influence on my social life in my mid 20's (no exaggeration).
When you know different cool guys, introduce them to each other. Just make sure they'll get on (you have to kind of play match maker) and before you know it - there'll be a group that does stuff with or without you. I like it this way because it means I can jump in and out with no maintenance pressure.
You may find a higher % of cool guys in sports, gym, clubbing and be-friending the cool looking guys who're actually approaching girls. Also be open minded to the cool guy in your office as I've had some success there too.
Honestly wish it was easier but you'll be rewarded for taking lots of action and having a fun life (or at least fun energy) that someone wants to join.
You attract what you're.
Lastly: don't take it personally when the cool guys you invite are busy or unavailable. Be low pressure, talk common interests and let things grow naturally. I've had guys I spoke to twice invite me to their house party for new years eve, or guys I've been boderline call/texting pen pals with for months before we finally got dinner or went out together. Your lesssons from game will transfer across very well here.