first of all, don't "hay lady" anyone....
For me, no pick up lines, I guess the one pick up line that actually worked on me is "hi, my name is.... and I usually don't do this kind of things but..." It also helped that the guy in question talked to me while I was on a really bad day and walking around in a pajama!
Don't use pick up line, usually, that get women defensive and creeped out. If she's in a group, start by talking to someone else in the group and make friend to the whole group and then talk to her. Over all, try making friends and then approach the romantic angle.