When it comes to approaching women you really need to start observing their body language.
This is especially so if you approach them cold.
When in a bar environment never approach from behind always approach face to face.
If they are sitting at the bar approach from the side.
When people are approached from behind they more than likely will get defensive.
A simple "hi" and a smile can break the ice.
As mentioned watch the body language to see if they are comfortable or not and never ask personal questions from the get go.
No one likes to have some stranger prying in their personal affairs.
As quirky as is seems a smile is your best tool in the bag.
This is a warm and inviting gesture and if she smiles aback then you know that she is some what receptive to you.
In the event you are at a grocery store for example you can just smile at her and if she smiles back check out what is in her basket and say something like "so chicken is on the menu tonight ha" Once the conversation opens up at a later stage you can say, " I am terribly sorry my name is John" Then of course she will tell you her name.
This way you have not asked her directly and she will be more comfortable sharing her name with you.
Humor of course is another wonderful tool.
A little jab at yourself suggesting that you have to stay off the cookies will help her relax.
When it comes to compliments never compliment her features just make a simple sincere compliment in general.
Such as "You have a wonderful smile" To conclude these are all just examples but I think you get the overall idea.
Just keep it simple and be yourself.