R3quiem,
I know how you feel. I had friends growing up and through college. I remember being out at a party or bar, being surrounded with people, and still feeling completely lonely. like no one can relate.
the most important thing in anyones' life is to have a personal relationship with Christ. Until you have made the decision to follow Jesus, things may prove to be difficult or distorted, - and besides getting through life, the bible teaches that salvation through Jesus is not just the best way to heaven, but the ONLY way.
On top of that, if you aren't getting anything from your church, maybe you should look around. I was raised Catholic, and since have attended Baptist, Methodist, non-denom, etc. I'm not about to get into a denominational discussion here (i've been through them all), but I would strongly suggest finding a church that is Christ-centered and preaches the word of God. I think i've tried about 10-15 different churches in the past couple years across about 4 or 5 different denominations, and only now do i feel like i've finally felt like i've found a place where I can grow and mature as a Christian. As Christians, we need to be spiritually fed.
Finally, you didn't mention if you have depression or not. If you do, depression can play very wierd things on your mind. If you haven't spoken to a professional about this yet and it's persisted for a long time, you might want to find a good Christian counselor. It's quick, they're usually free, and you might find out something that can help.
In the meantime, if you are just lonely, pray and read the bible. Try John chapter 14-16, Philippeans chapt 4, Romans, Corinthians, etc. I know it doesn't always provide instant relief, but sometimes if I make myself read the bible a bit, I usually find a little peace and comfort. Other ideas would be to find things to occupy your mind and excersise your body. Go on a walk, ride a bike, take a drive out in the country, read a book, watch a movie... whatever helps when you're alone. And the other times, try to remain in contact with friends and family.
Anyway, i'm not feeling too great today either, so maybe this doesn't help that much, but for what it's worth, I really hope you feel better. May God bless you.