Basically there are two different scenarios in which women make themselves available to their male counterparts. One being, the title of this post, for its informal and socially lubricated context. And another, more unconventional one, in which protocol is less defined. For now we will focus on the former.
Imagine average Joe sitting at a bar having a drink after a long day at work, when all of the sudden, this ravishing bombshell comes in through the door and attracts his attention. He looks at her and thinks, "I really should go up to talk to her". Truth is, Joe won’t really go up to 
her; he will make up excuses, and in a delusional world, imagines her to be the one with the initiative to come up to him. When finally he realizes that this will clearly not be the case, he convinces himself that he should definitely be the one to start a conversation. All this time he is thinking of things he could say or do for her to approve of him. By the time Joe makes it up to her, he will be already drunk and the cheesy pick up line he chose as an introduction fails miserably.
First of all, I would like to bring importance to the first seconds to when this girl came across Joe. Whether he hesitates or not will say a lot about his character. While if he had tried to make eye contact with her and later go and introduce himself, his chances might have been better off than if he had waited in the bar having drinks expecting for the world to miraculously take place for him. He would have had no need of witty phrases or some cheesy line to try and break the ice. All he really needed is confidence on his shoulders and the right attitude to go up to her and ask for her name. By the time he is able to achieve that, most of the difficult part will be done, for she has already created an opinion about him and if she decides to continue with a conversation, it means she might even find him interesting.
When it comes to conversation it is important to make key questions in order to find out some type of common grounds. If both people can find something to relate with, everything
else is downhill after that. If at first, common grounds are not as obvious, which may sometimes be the case, finding out what she is interested in and trying to delve deeper into that might be the course of action.
Now, mostly I have covered what a bar scene might look like. The club scene is a completely different scenario, for conversation is very limited and most of what you have to show for yourself is body language. For that matter, you must be the same confident guy, only this time because conversation is very limited you must try using a little bit more of eye contact before actually going up to her, maybe even catching a smile. Of course taking into consideration eye contact should be subtle and not creepy.
For any case, I would say if you are a night out in the town, you are best off if you go to a bar first and actually meet the type of girl you like and then suggest going dancing to some club nearby.
