First, pick a gym that has hotties. Find out when they go. You don't need to pick the most expensive place (remember, hot single girls do not tend to be rich... they tend to find the gyms with the best classes and nicest stuff that they can afford).
Preferably a slightly off-peak time. You will be doing this for results, not for reps (don't give yourself a 50 set challenge in the gym). This is all about working efficiently.
Walk in and warm-up by chatting to anyone you see on the way in. Joke with whoever is working the desk. If it's a girl, flirt your a*s off. Get social on your way in. While walking in, use your peripheral vision to scope the cardio machines on your way to the locker room. Be sly and note where the cutest girls are.
Change and come out. Dress appropriately, but a little colorful (and make sure you smell good... good time to use a cheapass scent like Axe). You don't have to be totally studly, but it helps if you have a little tan, and if your arms are in shape, go sleeveless. Look like you mean business. Walk into cardio room and find an open machine next to a cute girl. If there are none, wander around and do some other workout while waiting. You can lift, stretch, whatever.
Keep your eye on the cardio room. This is all about being opportunistic. When you see a spot open next to a cute girl, stroll up and start your workout there. The next step is critical.
Start the machine (it can be anything... bike, treadmill, whatever) and start a light workout.
Turn to the girl next to you, and lightly tap her arm while you look at her with agentle smile on your face, and motion for her to take her headphones off (she will almost always be wearing headphones, which prevents 99.999999% of the known universe of dudes from talking to her, which is what makes you such a stud for being able to do this).
Now smile. Really smile and look as friendly and normal as you can. One technical note... if she's running flat out on a treadmill, wait till she slows down. You want to be able to do this when she can converse.
Then go into your opener. It can be anything. I've used sincere (you are super-cute), pussified indirect (i'm taking a storytelling class and need some feedback), and in-between. Just make sure you get her attention soon with something interesting. I actually like to be playful, then banter and do some storytelling here, because it gives you something interesting to discuss.
Remember, working out, especially on cardio machines, is deathly, deathly dull. If you can make the time go faster by talking, she'll love you for it (why do you think women walk and jog in groups when they exercise outside?
socializing alleviates boredom for them).
Tell your story and start vibing. Get real comfortable. Use light kino where possible (a slow handshake when you get her name, light shoulder taps in stories, high fives at high points). Don't play games. Introduce yourself early. Get her name and use it in conversation. Go real basic with the small talk (where you from? do you live around here now?) and share interesting stories about yourself. If it's on at all, she will keep talking. Just make it like a chat between friends... you can game, but keep it light and friendly (i.e., don't spank her a*s while she's trying to jog).
Examples of things I say right at the start, all with big big smiles and making things sound as fun as I can. Serious will get you killed in the gym.
"is this machine taken? cool... but if anyone comes back to claim it, i'm telling 'em you said i could have it, so you better be prepared to protect me."
"this thing isn't hard to use, right? i just want to watch tv and have it look like i'm working out. my god, tell me that's not sweat, you just dumped water on yourself to look cool, right?"
"do me a favor, watch my stuff for a second? if anyone comes and takes it, run them down and kick 'em in the shins. use your kickboxing skills to protect me, and you can be my new girlfriend."
"is this tv set to espn? crap. i gotta find the one with the soap operas, or a telenovela. now that's some good fricking distraction right there... nothing but hot people hooking up with really badly behaved other hot people... girl, can't you see he's a dog?!? Not like me. I'm a perfect gentleman, and would never do things like flirt with a cute girl at the gym."
Anything, really. There's a basic structure to opening in the gym. For those of you who have taken one of those "outdated" pickup workshops , you may notice that these openers all follow the 1-2-3 structure. You get her attention, then say something that is relevant to what is going on around you, then quickly change gears to playful flirting.
Once you open this way, just start vibing. Here is the practice part. Half the time I go to the gym now, I just get this far... and then slide into some wide rapport.
Try to get in a good 20 minute conversation. If it's going well, you'll have good rapport and time will fly by (side benefit... it makes this workout way more fun). When you get to a point where you feel you've gotten comfortable and she's smiling and asking you questions, make your closing pitch. Something like I really have to go and get my real workout in... but I really like talking to you. We should hang out this week. What are you up to Tuesday?
Try to keep your day2 suggestion something very soon so she can try to answer. If she says anything other than an outright rejection, just say, Awesome. Let's get a drink Tuesday at 7 at (insert standard day2 place here). Give me your number.
Now you can show off a bit. You won't have your phone with you, and no one will have a pen and paper. So just have her tell you her number, and say "of course I'll remember. This is destined to be."
Give her a big smile, and tell her you'll send her a text later today. Then make your exit and work out for real. You want her to see that you aren't just there to pickup chicks. If I'm on a treadmill, I like to crank up the incline and speed and start running intervals. Or you can go lift. Pick something basic that you can focus on. And then... well, that's it.
The cardio approach gives you a captive audience, and once you break the headphone barrier, you have the chance to demonstrate amazing confidence, charisma, and authority. It will be very weird at first, but if you can start doing it, it will change your whole approach to daygame. I now have this planned in my daily workouts, like today I'm doing deadlifts, plyometrics, 20 minutes interval running, and 15 minutes of banter.