I used to go clubbing with a mate back in the day. Okay looking, but full of confidence. He used to walk up to girls, initiate some conversation and then asked to go back to his place for drinks. He lucked out 95% of the time. A numbers game, he told me. He didn't mind getting shamed, or if he accidentally asked the same girl several times on the same night.
Another mate used to go up to girls and say it was his birthday and asked for a kiss. Unfortunately, he wasn't the brightest. Only went to the same couple of nightclubs and most of the girls knew who he was. They would remind him it was his birthday the week before, and the week before that.
I don't think there is any right or wrong method. Just need to do it and learn from trial and error.