My personal sweet spot is at a party or a private engagement that we have both been invited to. Here in DC they have a lot of embassy events that you can just get on a list and they invite you to all kinds of shit, from art exhibits to wine tastings, to musical performances, to fundraisers, etc... All kinds of she she foo foo shit that chicks get all dolled up for. But here's the rub: you have to pull off the sophisticated, yet bad ass mutherfucker look. I personally wear a dark suit, light patterned shirt with stainless steel collar stays, sans tie. It's a good look that says all the right things. The only jewelry I wear is a watch. I have a stainless steel Movado watch that is classy and understated. That is important. Most guys that wear a Rolex, are making a statement that says "I can buy you". And women go into that interaction with an expectation of being pampered. That is the opposite of what I project. I enter an interaction with the attitude of "I'm interesting and I'm busy, show me why I'm spending time with you".
I'm usually 5 for 5 at embassy events, meaning I always meet someone who I end up dating or at least banging a few times. Sometimes more than one.
I realize not everyone lives near DC, so I would say having an active social circle so that you are invited to (or host) various house parties. The concept of a warm approach cannot be overstated. Out in public, a woman has every right to assume that any man who approaches her out of the blue is a serial rapist, or at least a promiscuous asshole (otherwise, how would you have the balls to approach her?). There's a LOT of obstacles to overcome. I'm not saying that they are insurmountable, but it will take a lot more time, whereas if you just chose a different venue and made a warm approach, you can save all that bullshit and effort.
The fallback if I'm in a strange city is the high end bar/club (high end hotel bars are good for this as well). When I was younger, I used to frequent a lot of dance clubs, but now that I'm 40, I don't get the same reaction I used to when I go up and try to just dance with a chick (I probably look like a creepy old guy! LOL). So I've adjusted. Although, going to Latin dance clubs, there is a different vibe/culture so that it's OK. But then, you have to be able to at least salsa with some modicum of ability and speaking a little Spanish helps.
The regular sports bar/pub is next on the list. They tend to be loud and boring with little to talk about except the current ball game (and most chicks don't care about that). So for these venues, you have to be able to pretty much carry 90% of the conversation for about ten minutes or until she becomes interested. To accomplish this I have about six or seven "general topics" that I segue from one to another until I find a spark, then I drill down. The key is to get her talking and not just passively involved in the conversation. And by "her", I mean "her and her group" because you'll never find a girl just alone at a bar for very long - she's meeting someone (or she's depressed).
Now I hesitate to just put this out there where a bunch of people are likely to see it (although I have referenced it on this forum before in passing) because it's such a slam fucking dunk... The GAY bar. Yup, that's right, I didn't stutter. Gay bars are FUCKING AWESOME for picking up chicks. Here's why: What have all sophisticated, pretty girls who take care of themselves been conditioned to "have"? A GAY BFF!! Seriously. This phenomenon of "the gay bff" has permeated the social expectations of MANY attractive women who are trying to appear to be sophisticated. Notice the "trying to appear to be"... That means they are motivated by an EXTERNAL locus of control. They are ungrounded flowers being blown about by the winds of LIFE in search of that "rock" who will provide them that "zipless fuck" they've been reading about since high school. They are in search of a real MAN.
So there they are, hanging out with their gay bff and his gay friends (and possibly a few of her girl friends) in an environment where they are NOT the center of attention. Now let's take a step back for a moment. Women get dolled up and go so that they can get attention. Period. They get hit on, get jealous looks from other chicks, etc... It's an act of EMPOWERMENT for them - a giant "ego boost" if you will. But somehow, this night, they've convinced themselves that they just want to hang out with their gay bff in a no pressure environment where they won't get hit on all the time, blah blah blah...
That's what the little hamster wheel told them at the beginning of the night. But NOW, it's about 11:30 at night, they've had five or six cosmos and a shot of red headed slut and they are LONELY. They are surrounded by handsome men (let's be honest, gay men put in way more effort to achieve the "men's health cover model" look than we do) that are not giving them any attention at all and they are getting antsy! By this time, their gay bff, John, is making out with some other guy on the dance floor and she's all alone at the bar. I PROMISE you, this situation happens at EVERY gay bar, every night at least several times. It is a fleeting opportunity between the time she FIRST begins to get bored and the time she leaves. The window of opportunity lasts about one or two drinks. But it is GOLDEN.
You pretty much just have to walk up to her an start talking. That's it. She's so attention starved and grateful for the interaction/stimulation she is completely open. The hardest "obstacle" to overcome is convincing her that you are not gay. Which is a relatively easy thing to do with the correct back story and context.
Picking up chicks at a gay bar is like taking candy from a baby. The pros far outweigh the cons in that: they are always hot, they are always open to talk and they will always go home with you. The cons are that you are at a gay bar and will most likely get hit on by other men. If that's not something you can deal with, then don't go. But if you can, it's a gold mine.
Other than that, you just meet chicks going about your life. In the course of your regular day to day activity. Personally, I do NOT shit where I eat: no meeting chicks at work or at the gym or any other place I tend to frequent on a regular basis. I like to keep my life drama free and avoiding those areas is working for me so far.