If you wargame via computer, The Blitzkrieg Wargaming Club (or the Blitz) is the bomb. Here you can find a load of opponents, resources and forums. If you play the John Tiller games from HPS or Combat Mission, you can find a load of opponents.
Most of my best wargames have been with Blitz opponents. The reason for this is that the club is very well moderated, and the site tends not to collect alot of deadwood. The Blitz moderators some reasonable rules in place to ensure that active players are the ones that populate site.
I found it to be a good starting point and many players are experienced and willing to walk a newbie through a game to get them off on the right foot.