This is actually pretty simple:
- Be interesting enough in your own right to merit an approach to begin with – you can be a perfectly average LOOKING guy in the coffee shop, but maybe you're reading a treatise on "The Effects of Polluting the Pacific Gyre on Sealife" on your Kindle the same day a "Women in Marine Biology Symposium" is happening right around the corner.
- Provide an easy, no-pressure "invitation" for her to approach – in the example above, it's the book/article, but if could be as simple as a funny T-shirt, exotic piece of jewelry, or other visual/passive form of "peacocking"… On the active side, perhaps you can succeed at winning over the crowd on karaoke night (or, conversely, fail with extreme gusto).
The key is not to show some "generic flash" of money/wealth, but to provide her an excuse to walk up to you from across the room to say "hi" without any awkward assumptions of romantic interest, that clearly corresponds to one of your own talents/interests/passions.
That way, the women approaching you will already be "tuned in" to you on some level, and the initial spark of conversation you have will be much less nerve-wracking/pressure-filled.
Don't try to keep the conversation going until it runs out of gas. When things seem to be going really well, excuse yourself (even if just for a bathroom break), and suggest continuing the conversation again at a later date… Get a phone number, email, facebook, etc, before you turn from "the hot guy who remembers my favorite 80s cartoon" into the "creepy guy obsessed with old 80s cartoons".