Let me let you in on a little secret:

It's not the pick-up line that counts, it is you!

If you are (or appear to be) honest, sincere and nice, then "Hi, my name is _____" works great. Of course, don't be overly nice and open (very often, the mistake that I make); you want the lady to experience the joy of discovering you, so don't serve everything on a plate and expect her to eat.

If, on the contrary, you don't have what it takes, then reciting romantic poetry or saying "Nice shoes, wanna fuck?" will both make you look like a dork.