Okay...first...I don't recommend going with any of your friends. Sure it will be fun, but not all friendships can get past it. Some end up not surviving...so unless you are willing to loose your friend for a good time, skip it.
Going with AFF (adultfriendfinder) or other personals can be a good way to go because you can make new friends who already know what you are after. Someone says, "make new friends", well no matter how easy or hard that is to do...it isn't always easy to bring up the topic, "hey we would love to have a threesome with you!". That said it is still hard to find a single woman who wants to be a part of a threesome. You will just need to know that.
Another option is to do the couples thing and a lot of people who want a threesome with another girl end up going this way because it is easier to find a bi woman who is part of a couple and willing to play. I don't know how you feel about the man being involved, but it is something to consider.
Most (not all) swinger clubs, groups, and parties will let couples in and single females in. This is because there is a high demand for single females for fmf (and other combination) threesomes. You can try to find clubs in your area to meet swingers and possibly a female. It could be that you make friends with someone who knows someone else. Oh, and remember that most swinger clubs, parties, and people are very laid back and just because you go doesn't mean you have to swing! You can go make friends and get to know people who enjoy sex.
Good Luck...but do keep in mind that you are looking for a unicorn...the beautiful and elusive creature that most swingers want.
Dani