1. You say you don't have any roommates, you should probably start there. It will help you save money too. craigslist should be helpful there.
2. You mentioned that your internship is about to end, why don't you take your team out for a couple of drinks/lunch/dinner. You can thank your colleagues for their help through your internship and also get to know them personally/share anecdotes.
3. Make a trip to the local pub/bar (specially near universities), you can always strike a conversation with the bartender (maybe something like how you miss a particular beer back home). After you had a drink or two, it lowers your inhibitions, you could start up conversations with others, perhaps with ones sitting next to you at the bar. I met a lot of different people like this, not necessarily friends but you sure will have a good time.
4. Since you are at the university, you should try to get into the community groups, sports clubs etc.
5. You would definitely have group projects at the university, pick different teammates every time and make sure you use every opportunity to socialize with them, meet at the library to study, ask for/offer to help in assignments, suggest going out for dinner/drinks/movie etc. to informally celebrate start/end of project, perhaps even a tiring day working on the project. And, make sure you follow up and don't let those people slip away after your projects. Invite and go out with them to catch up once a while etc.
6. I noticed that, at least in my university, there are barely any Americans in the Masters program if you choose courses in core computer sciences. If you want to meet locals or people from different backgrounds/interests, then you can choose to take up at least one course that coincides with your hobby/interest e.g. music101 etc.
Edit - If you are at/visiting Chicago, let me know, I will definitely be up for a beer to two and meet a new person