I think you can say that I'm kinda like the typical shy and insecure guy. At primary school I was bullied a lot and I already 'enjoyed' my first rejections from girls at a very early age. Additionally, I was oblivious when girls were trying to hit on me, while I was afraid to make a move because I thought she was way out of my league. So I felt once more rejected adding to my insecurity and shyness. This way I totally missed out on the hottest girl in class during high school (which lasts from 12 to 16-18 here), who was into me for almost two years (and of course I was very into her) before moving on.
Apart from that, where I'm different from the typical shy and insecure guy is that I tried to hide it by being overly loud and obnoxious while I was still the same shy and insecure person inside. This behaviour probably totally put off girls who might otherwise be interested in a shy guy and made the girls who weren't put off by that unreachable because I was still too afraid to talk to them.
After high school, I decided to study engineering and after less then a year I decided to play ice hockey. This meant that I went from classes with more than 2/3rds of girls (yes it was that good) to an environment where less than 5% is female and less than 1% is hot . In other words, pick up skills became even more important and the nice guy strategy became even less worth.
Picking up girls in bars isn't easy, especially not when you're shy and insecure and when the male to female ratio is very unfavourable. That's why I read quite some articles on the internet dealing with this topic, but in my opinion most of the advice was worthless and only help you to make women feel uncomfortable.

Luckily the last two years a lot of the shyness and insecurity has disappeared, simply by growing older, I guess (I'm almost 24 now btw). What is left behind is a guy who's only a little insecure, unexperienced and who still lives in oblivion to girls' signals.
Recently there was a TV-show on in which three shy and insecure guys, who were coached in the pick-up art, were followed and given various tasks. In that program I learned a lot in addition to what I already knew.
In my opinion it's not about being some kind of super slick Casanova or player who tries to score as many girls as possible. In my opinion it's about making girls feel good in a natural way and responding to her feelings, wants and needs in an appropriate away.

The most important things, in my opinion, are the following:
- Attitude: you have to be relaxed, feel good about yourself without being a prick. From the TV-show I learned to use improv for that. Improvisation of a soldier in a rainy Vietnam jungle who could be shot any second, represents the wrong attitude, something you want to avoid. Now if you try to improvise as a King who is liked by all his subjects for who he is and what he does, then you'll learn to get the right attitude and send the right vibe when you're trying to pick-up a girl.
- Making contact: when you want to pick-up a girl you'll need to make contact with her otherwise, nothing will ever happen. What is important is to ask an engaging question, that you do not forget to introduce yourself and that you quickly try to establish physical contact, in a non-creepy way. This may seem the scariest thing, but when you're having a good time with a nice girl, you'll quickly forget the previous ten times you were turned down for reasons which might be completely beyond your own control.
- Making physical contact: you can easily make physical contact in a non-intimidating way to make her feel comfortable (e.g. by touching her arm). For her it will then be easier to make clear to you that she's interested in you by affirming that physical contact in a little more intimate way.

A while ago I used the tactics above during a night out after a hockey game. After maybe ten unsuccessful tries, when I was left with one of my friends (who is even more shy than I've ever been), I met a very attractive blond. I quickly found out that she's from Scandinavia, since we had to talk English, I knew what she was studying and I told her that I was playing ice hockey and that some of my team mates were also from Scandinavia. Then she told me that I then should know her ex-boyfriend who is also playing hockey and who is a friend of mine. So I told her that he was an idiot for breaking up with such an attractive girl and from then on things went pretty quick and she was all over me. We danced very close with our noses even touching each other (and in retrospect I feel that was the moment I should've kissed her). After a while my friend tapped me on my shoulder telling that we had to pick up our jackets at the bar we were earlier that night, or it would have closed. I told her I had to go and asked for her phone number. Apparently she was a little wasted because she tried like twenty times to enter her number and in the end I think it was even the wrong number, intentionally or not, because I never got a reply to my text which I sent a couple of days too late.

Another night, I went drinking with some ice hockey friends and me and two of the guys decided to go to the city a little earlier. In the city we broke up in order to let one friend catch-up with his former roommates and I went to another bar with the aforementioned ex-bf where a couple of his friends were (mostly girls, some were single). In the other bar I cleverly decided to sit at the other end of the table and started a conversation with the girls on that side.

A couple of weeks later, when I was with the super shy friend again, I met one of these girls with two of her friends (which I didn't meet before). I forgot her name, but she didn't really mind, because she also forgot mine. She wasn't as hot as the blond girl, but her eyes were really sparkling and I was looking for a good time. Things went pretty quickly and I danced with her for quite some time, which was less fun because we both couldn't dance, but we had a great time nonetheless. She was totally over me and around 5 o' clock when she told me she had to go home I still hadn't kissed her. A similar story to that with the blond except she was even more into me.

Now my question is: when should I kiss her? Should I take her to a secluded place first or should I just go for it when we're dancing that close to each other?