You're going at it wrong.
When you are approaching someone you shouldn't be looking for a way to deal with the failure. You should be in the moment, knowing that you're the best dressed, most interesting guy in the room. You shouldn't have to 'reward' yourself for approaching, you should want to do it because you have the possibility of meeting an interesting and attractive women, or at the very worst enjoy a couple of minutes of banter.
You're making approaching such a big deal when infact its not, get everything that you want to say in your head sorted out (style recommends writing it down somewhere so that you know its there if you do need it). Then just start moving your legs over to her fine ass. Don't let your brain or anything else for that matter have any say in the decision.
By the time you get there, the adrenaline coupled with not wanting to look like a twat should do the rest and words will start to flow.
Not to shoot you down, it takes a lot of courage to make those first steps from sitting in the comfort zone, to fucking bitchez.
Goodluck
