Your life is one big approach
In reality, I think your entire life should be treated as one huge approach. You should be approaching women in a flirty manner night and day, everytime you go to the store, run somewhere for work, or go about your daily routine. Sure, dedicated sarging nights are cool, but your daily life is an extension of that. I never really turn off the approach mode. It's on 24/7 nowdays.
The theory about asking women for advice on how to approach is entirely wrong. Women cannot tell you how to pick up other women successfully. Women can tell you if clothes look like crap on you, if your breath is bad, or if you have a little willy, but they absolutely cannot and will not give good pickup advice.
Women are programmed to say certain things are creepy. What they mean to say is it's creepy when THAT guy does THOSE things. At the risk of sounding like Doc Love, when Brad Pitt approaches a strange women it isn't creepy!
Your approaches are failing? Re-evaluate how you're doing them. If all looks good, maybe YOU are creepy. Facial hair is manscaped badly? Clothes are outdated or uncool? Breath is bad? Do you look scary in general? Do gimmicks help? Have you consulted anyone who is good at PUs in person for coaching? If someone isn't willing to use the tools available to him, I guess that person is right when he says cold approaches won't work for him.
I know what's next, someone will cry that he cannot afford in person coaching, right? I'm willing to bet that for just about any major US city there is someone on this forum that will be willing to help you get started on the right foot. Just be respectful and ask. We all want to get better.