I read Roosh's book and while I thought he had a lot of good ideas on mindset (for example, his comments on how we men reject hundreds or thousands of women each day because we are the initiators and there are many women we aren't interested in so we reject them by simply not approaching, and his comments around how even if a woman might be interested in you normally, she might already have too many guys she is juggling so don't see it as a rejection etc), I am not a fan of his weird approach methods of asking for directions and then effectively criticizing her response by politely saying it's not good enough or not what you were looking for. If a stranger stopped me and asked me for advice and I gave it to them and they were like, "No... I was hoping for something more ______" I'd be dismissive and keep walking.
I usually use direct approach in circumstances where there isn't a lot of opportunity to discuss something relevant to us or the situation. An example is if I see a woman walking down a sidewalk and she's moving pretty quickly and I have to step in front of her (from 10 yards a way) to stop her and get her attention. For that situation, I feel you really need to go direct as anything else is going to feel disingenuous and awkward. "Excuse me, I couldn't help but notice how incredible you looked in those jeans and I wanted meet you." We have been brainwashed to believe that kind of approach is toxic, wrong, or that women won't like it but it's just not true. 99% of women are flattered and respond positively (doesn't mean they will agree to a date of course).
If you are at a concert or show or shopping in a specialty store, there is some basis for mutual interest and you can approach indirectly in those situations. A couple years ago I was at the grocery store and an extremely young looking 23yo in yoga tights was looking at the organic nut butter selection just as I was. She looked 19 at best. So I started conversation about how hard it was to find nut butters without sugar and the conversation went on from there. The whole conversation was indirect and after a while, I simply said, "Well listen, it's been great talking with you but I need to run. We should get together for a coffee sometime." She smiled and said, "Sure!" so I asked for her number, she gave it to me, and I texted her about 5 days later to set up the date which she agreed to.
One thing I really like about direct approaches is that I find women act more at-ease and are more receptive to talking because there is no mystery about your true intentions. Women are under a lot of pressure when you start indirect conversations because they are nervous about your intentions - is he a pan-handler? Is he a scammer? Is he a rapist? Is he a complete whacko? Does he just want directions? Is he interested in me romantically? I find whether I am direct or indirect, usually during my first sentence women look at me wide eyed like "oh my god WTF is about to happen," and if I am indirect, there is sometimes a layer of tension that remains. It's not always bad - it depends on the circumstances and the woman. But if I am direct, I can usually see a visible exhale of relief combined with some amount of positive feelings (you just flattered her). And at this point, even if she has a boyfriend, she now feels at ease, she knows why you are there, she feels good feelings because of your compliment, and she is open to having a dialogue with you. Tension is not always a bad thing - it can be very useful, but we are talking about 101 level stuff here so I won't get into that just now.
Another example of a direct approach (though this was a warm approach) - I was at Target and noticed a ~28yo girl who was just my type checking me out as she passed me by. She was staring so intently at me that she didn't even register that I noticed her doing it and when it finally clicked in her mind, she looked down sheepishly and kept going. I should have stopped her right there but I just didn't so I went about my shopping. When I went to check out, she was also at another checkout and I ensured I finished before she did. Then I went outside to the sidewalk right by the exit door and waited for her. As she came out, I walked right up to her and said, "Excuse me, I know it's a bit strange to just walk up to a stranger in front of a Target like this but you caught my eye in the store and I knew I'd kick myself if I didn't take the opportunity to meet you." She smiled broadly and said surprised, "Oh, wow... ok!" and we had a great 10 minute conversation right there in the flow of people exiting the store. The vibe was great. A lot of smiling and good conversation. I told her I had to go but that we should grab a drink sometime soon, got her number, and setup the date. Made out with her on the date within 15 minutes of getting there (which was a record for me).
Most men are afraid to be direct because they think it's wrong and that women don't like it. You owe it to yourself to TRY direct approach just so you can eliminate that brainwashing and better understand how woman truly think and work and respond.