Ok when in a club I've always said I will never go up to a girl and offer to buy her a drink, because I see too many guys buying a girl a drink and them walking off with it!

Am I wrong in thinking this?

I never buy a woman a drink in a bar.
In my opinion this sets the stage for her to keep expecting you to do this or,
for her to get a free drink and walk away as you mentioned seeing.
This happens more often then not for it to go one or the other way.
Also, if a woman asks me to buy her a drink
I just smile and say, "Yeah, (smile) you buy the first I will get the second."
This let's her know you are not one of these other chumps around
the bar trying to buy into there pants, which won't work anyways.
It also a DHV, you are confident and comfortable around women and
are used to being treated like you are better than the other chumps
around her trying so hard.

I agree with Styles_Mo. I read one of Style's book and it says to never buy a girl anything unless you are dating her. I cannot phrase it better than Style_Mo.