Whenever I meet someone new I can usually always open up with a joke and keep a steady small talk going. But I've found that I can't seem to develop rapport and establish a common ground on anything. This is in regards to meeting new people in general. I feel as if I can never go past those little conversations and keep a more interesting conversation going. Are there any naturally smooth ways to get conversations going into a more rapport building/comfort building mode?

For example I'd be talking to someone and we'd be laughing and blah blah but after the conversation dies off we're both kind of just there. I don't mind the awkward silence since I don't feel any obligation to start another chit-chat but usually the other person just walks away. I find this fairly difficult since I know nothing about the other person right off the bat, and going into interview mode just seems bleh.

common problem, is this day-game or at clubs?
at day-game just don't try so hard, when you talk to your friends you make them laugh and you don't need to think so hard about what you're going to say right?
now imagine that all the girls you're trying to hook up with is guys (no homo), but that will make it lots easier to talk, they're not anything special just because they are girls, they have lust just like us, remember: you have just as high/higher value than them, so don't take anything offensive, smile and act normal, better yet: act yourself!