Those of you who are friendly with your coworkers but no friends, where exactly do you lay the boundary?

I only see them at work

This is going to vary widely by the type of person you are, the type of people at your work, and your work culture. Some coworkers go out to happy hour and parties together, and some have no engagement with coworkers outside work. As long as you're not being toxic or causing problems and stay professional at work, you can set your own boundaries where you want to.

I don't lay a boundary, I just tend to be very slow to trust. I've made three incredibly close friends from work but I never specifically sought them out.

at the door?

I don't have a set boundary, I just have intense social anxiety so I have difficulty actually transitioning to the friends outside of work part. 99% of the time it doesn't happen even though I'd like it to. But I definitely have had my "at work" friends until either they or I have moved away.

Limit outside of work social interactions to going away, retirement, and holiday parties, maybe occasional mutual hobby stuff like bowling or sports; basically large group outings a-ok, 3 people gathering sparingly, 2 person stuff is a bit too intimate