I recommend the 3 second rule.
As soon as you spot a girl at the club, mall, school, bus stop or work...and she spots you, you have 3 seconds to talk to her. By doing this, you automatically push any fear or nervousness aside and are already in the game.
The club scenerio:
In 3 seconds, once you are in the club, you are "fresh" on the scene. She doesn't have time to force any judgement on you because you are already there saying hello.
Think about it...she's standing there looking at you, you're holding a drink looking at her. After 20 minutes have passed...you're still standing there...looking at her...holding the same drink. What the hell do you think is going on in her head? "This guy maybe cute..but..he has no game..he hasn't approached me yet"
The 3 second rule kills all that non-sense. The longer you wait after she has noticed you looking at her, the more you hurt your chances.
Even if you have no idea what to say...use the 3 second rule anyway. Just say "hi, I'm ____". If you either succeed or get rejected, at least you didn't waste an opportunity.
You'll gain a thick skin and will know how to be quicker on your feet and wittier because you've thrusted yourself in that position.