When I became a SAHM (Stay At Home Mom) almost 6 years ago I was not prepared for sitting around the house all day and not talking to any other adults.  So I searched around online to find fun, inexpensive things we could do.
One of my favorite activities was to go to story time at the local library where there was a wonderful gentleman named Brian who would read, play his guitar, get the kids up and moving and sing.  I started taking my son once a week from when he was about 4 months old and he loved it.  Just last summer Brian took on a “real” position at a branch 20 miles away and some of us moms cried when he told us.  He did make us all a CD though so we can always listen to him.    
I also found some groups on and where I met some wonderful women and kiddos.  My son and then my daughter got to play while I socialized and connected with other moms going through the same things I was going through.
I also found some online connections through  My son would often nap in my arms leaving me no option but to watch mindless tv and play on the computer.  There were enough topics and things going on that I felt like I wasn’t alone.
Some other things I did was go to coffeehouses that had play areas for kids (many charge a fee now), visit local parks, get a membership at a local children’s museum (found a killer deal on saving me half the cost), host playgroups at home and get in a few free movies during the summer at our local theatre (they have free G and PG movies during July and August). 
Oh, when the weather was bad (which is about 6-9 months out of the year here) and my kiddos just needed to move around we would go to the play area at the mall.  Or we would go to our local community center who hosted playgroups for a very nominal fee of around $2.  Check your local community center to see if they have one.  I would often keep a list of the days and times each one was open in case we were out and about and really just needed to play.  Many had ride on toys, small slides, mats to roll on, balls to throw and catch.
It was a huge adjustment to be alone all day when I had worked for 16 years and had made so many friends that now were in a totally different world than me.  I would often watch my husband drive away and just feel a little sad that we no longer were able to hang out on our drive in to work.  It was an adjustment I was willing to make because the price of daycare did not work for us at all nor could I stand to leave me son for even an hour.  Since my daughter was born I was able to see the benefit in letting others watch them every so often but I have never regretted my initial decision to stay home.