I can't find the video now, but Gambler did a really good bit on this.
He basically said that if you walk across a room to a girl ignoring everyone else you pass by then ask her "Who lies more?" it's retarded because she just saw you walk past everyone else ignoring them to ask her some indirect opener while looking over your shoulder :p
Here's a run down of when to use each (My personal opinion, of course!)
Direct
You've already opened her non-verbally (eye contact, smile)
She's looking bored while her friends are chatting (playing with her phone, stirring her drink etc) You can go indirect but what's the point? You'll be more interesting than what she's doing so you may as well go direct
Dancefloor (Again, you'd have probably opened her non-verbally) Imagine asking "Who lies more?" on the dancefloor
It's not the place for a conversation, but you need to open her verbally at some point to isolate herIndirect
You're stood at the bar waiting to be served or in the smoking area (lower energy areas of the club)
Your wing already opened the set and pulled you in
You're opening the set for set theory (Gaming the room)
You need to work out set logistics (is he her boyfriend?)
and please follow this rule: In the above scenarios you can use a direct opener in place of an indirect opener but you shouldn't use an indirect opener in place of a direct opener.