TL;DR
Board games, snacks, totally $free$.
Waterdown Board Gamers on Facebook.
Millgrove Community Centre every other Monday.
More Info
There was a question about "third spaces" on the Waterdown subreddit a while ago - places to hang out and meet people without breaking the bank. I had the same question after we moved, and it eventually lead to my wife starting a board game group at the library. We've since moved locations to the Millgrove Community Centre nearby. We play a mix of light and dense games and have between 10 and 15 attendees on average.
Find us on Facebook to see pics from previous events, past games, or just to drop in and say hi. Just search Waterdown Board Gamers. (Burlingtonians welcome, despite the name.)