I generally don't have too much trouble going up to random people and beginning a conversation. I think it is mainly in your manner you speak to them. Don't be nervous and act friendly.
I have had some of my friends from classes actually in disbelief when they find out that the person I was speaking to for 10-15 minutes was a complete stranger before.
As far as a pick up line, I usually just say "Hello", "How are you?", or "Who are you?"
they seem to work fairly well for me, but I would be wary with the last one. I said that to a girl and we are friends now, another person said the exact same thing and they were immediatley on bad terms. Not sure what the difference was other than the person told me the difference was in the way which we said it. She told me I said it in a joking matter and it put her at ease.
*shrugs*
Just be friendly or an asshole, depending on who you are trying to pick up *grin*