I get it too! I have some single friends, but most of my closer friends are married. I guess that happens when you marry as young as I did. I catch myself feeling like the 3rd or 5th wheel all the time, but no one has ever excluded me.
I am making it a point to branch out to my single friends more now. I'm also trying to pick up old hobbies that dropped off when I got married, and I'm sure I'll develop friendships there too. I'm also working out more. Basically, I'm DOING whatever I can find to occupy my time. When I catch myself feeling sorry for myself, I do something. It seems to help. You have to learn to find joy in the smallest of things.
The only time I've felt bad about it at all was this past Thursday when I talked with the WW (made the mistake of answering the phone). I had gone to a married friend's 30th b-day party 2 weeks ago. WW said she was not going, but when I spoke with her she told me that she did go. The guys and I were all in the basement playing cards and the girls stayed upstairs (everyone else's W made an appearance downstairs). I felt like a dumb ass because I was the only one there that night that didn't know she came. You would think she would of at least come down and said hello (but she did lie because she said she wasn't going). That's the worst I've felt in a long time.