Im lonely and cant find friends what can i do?

Im in the british army and have just moved to florida working on an american base, Ive been here for a month now and have been out to bars and pubs, im reasonably shy but can hold a conversation with strangers. All this said im finding myself not meeting new people and feeling lonely and depressed, ive never faced this problem before in my life. Ive been afghan, iraq, qatar, kuwait and now here so i feel as if i have no set true friends as im constantly moving also ive had 4 girls either leave me or cheat on me each time i go away. I just cant help but think what the hell im doing in life to deserve such loneliness and hurt from girls. Basically im asking what advice could you give to me to help me find 'true' friends and a girlfriend that respects the fact i fight for the country and need someone at home that i know i can count on and welcome me back with love!