Ok. Here's my two cents. I don't have a large circle of friends or even a small group of really good ones. But there is one thing I desperately try for, and that is to have a special someone that I can care for, love, tend to, etc. The list is endless. I could care less about friends so long as I have that One. However, the catch is that you have to date first. Yes it can be a scary thing, and most times you'll be nervous beyond belief. But things like holding hands, your first kiss, the smile on their face after you've done something stupid but adorable are all well worth it.
It's a great rush and in the beginning it's usually very passionate. Later on, if you stay together, the passion will turn to compassion and it can be a startling change. But that's for a later discussion.
For males specifically, from personal experience, we tend to have fragile egos (and ladies, this may apply to you as well, ,but being a guy, I'm not quite as certain). Thus if you get shot down or dumped or rejected we tend to take it Very hard. One of the biggest parts of getting a date, and keeping one, is Confidence. After being shut down, we tend to lose it and then we play mind games with ourselves and just won't get that confidence back.
Here's my dating advice:
Being rejected is OK. In fact, it's necessary. It's a vital lesson to learn, being told No. The main two things to remember are these, "What doesn't kill you makes you stronger" and, in the words of Confucius, "Our greatest glory is not in never falling, but in rising every time we fall."
Take that to heart and you'll be a bit closer to getting over rejection when it occurs ;]