I went along to a lot of the Global Friends and MF activities - which were not only great fun and great ways to meet people, but also really cheap. I would definitely recommend coming to them, at least early on, so that you can meet some of the other exchange students.
Our course, as it was taken with the Swedish medical students, meant we were able to meet a lot more local students than most of the other exchange students - which was great, because the exchange students tended to clump together a little.
The KI Housing accommodation was also a great chance to meet other people - both local and exchange students - and was great for impromptu gatherings/activities.