Don't go to clubs with the mindset that you're going to pick up girls. Most girls in clubs are well aware that they are in the minority and that they get to decide--and even then, they might just be there to dance with their friends.
Go out and dance and if they're interested they'll start dancing with you. Otherwise, you're setting yourself up to get shot down. Of course, that can be an effective tactic, too. I've seen guys get shot down over and over and not care, then end the night with a girl. A friend of mine used to be like that and he was always going out on dates.
The most effective "tactic" is just to talk to girls without looking like you're trying to pick them up. Don't be afraid to speak or make a joke, then say, "see ya," and walk away. You might bump into them later. Make a good impression first. Come off as a creeper who is just looking for anything female and you'll probably be shut down for good.
