Grocery stores: Are in my opinion, the single most BEST places for daygame.
I agree with this. I have arranged the most dates at the grocery store as compared to other typical daygaming venues. It is likely my favorite traditional daygame venue for approaching.
I find it more enjoyable than doing approaches at the mall.
I find it more enjoyable than doing approaches outdoors. Although outdoor approaching is free, it has some serious downsides. Earbuds are the main downside. A lot of women aren't as receptive to outdoor approaching anymore.
In 2012, Roosh called street approaching the most difficult approach venue.
https://web.archive.org/web/20160331043049/http://www.rooshv.com/how-to-pick-up-girls-on-the-street
Park and walking/hiking path approaching are similar to street game. There isn't much pure street game in my city (or a lot of USA cities) but park and path game is more common. Park and path game has a lot of the similar downsides of street game.
Grocery store game is good for a lot of reasons. Few women use earbuds in the grocery store, though I noticed in the late 2010s it picked up for a bit. Women are more receptive to being approached there. I've tended to start more conversations through indirect methods in grocery stores, such as an environmental observation where I think you've gone more direct.
Sometimes, I frequent grocery stores just to cold approach.
During the 2010s, I used to linger in grocery stores a little bit longer when doing approaches. I did longer approach sessions in the grocery store then. The most viable way to do grocery store approaching is to linger in the store for a bit when grocery shopping to look for approach targets. In the midst of a normal timeline for grocery shopping (maybe 20 minutes in store), it is less likely that you'll find good targets. If a grocery store session is 1 hour +, then you can find more targets.
Gyms: I am probably the biggest advocate of cold approach on this forum...and I believe in cold approaching in ANY venue, place, or establishment and under almost ANY circumstance.
But even with that said, I used to shy away from gym approaches because..
1. Almost every woman at the gym is wearing earbuds.
2. Should the woman reject you, there is usually an awkwardness the next time you see her there, which I'd rather not have.
I dislike the general gym floor for approaching, though there are some attractive women in many gyms. Some gyms are better than others for attracting hotties.
The fitness class method is an alternative with pros and cons I've highlighted.
I like to avoid awkwardness as well. There's always the Classpass or secondary facility option I've mentioned to change up where you go and avoid awkwardness.