You have to go over the top, something that takes a lot of nuts to say. For example, my old roommate and I used to goto clubs and see who could say the craziest, funniest pick-up line to a woman. I chose the line from Anchorman (if you haven't seen it, I suggest that you do.)
<walks up to the woman, looks her dead in the eye> "You, have a magnificent hiney...I mean, I wanna be on it, I wanna be friends with it!"
More often than not, when I've used that line, the woman has busted out laughing at how mind-numbingly stupid it is, and yet, I've walked away with a number, and in other cases, more.
The point is this: pick-up lines are weak, really weak, but if you deliver them with confidence and know how to play a fool, they will often serve as that ice breaker in the conversation and get you started.