I'm sorry to hear things didn't work out.
You're probably just saying it because you're upset, but please do not let the fact that you didn't receive a bid induce you into transferring schools! Academics come first, and that's what's important, not whether or not you got a bid. And i'm not sure if this is what you mean, but if you transfer schools, if you're going to rush, you might end up in the same situation.
I'm sure you're going to have a period of time that you're sad (mourning, so to speak). But then you should really sit down and evaluate what's important to you and what is missing in your life that makes you feel like joining a sorority was a must, and fill that void with something else.