Also, a good conversation is as much about listening as talking.
Most people, esp women, like to talk about themselves, so asking questions is a good way of getting the convo going.
Listen to the verbal and non-verbal clues the other person is giving you. Is she fishing for compliments? Giving you a come on? Trying to blow you off?
Women like 'phatic' communication, ie, they like to just let off steam about things, they don't really want you to solve their problems, just agree/be sympathetic but DON'T become an emotional tampon etc - your aim is to get the date.
Keep silent rather than gabble, as a slight pause (2-3 seconds) occasionally gives you time to think and will make you seem more in control. I do this all the time, especially at work when answering sales calls and find that women can get incredibly flustered (in a good way) by this.
When you close, don't make asking for a date a formal thing, eg 'would you like to come to the cinema with me' etc. Just say you've really enjoyed talking, but have to get on, so why don't the two of you meet up on Thursday for a drink (or whatever).