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A good mindset is to never go out to do PU. Go out with your friends - they are the reason why you are out. If you have no success with the pickup part, then who cares? You are not there to flirt with women, you are there to hang out with your friends! All the PU-stuff comes as a bonus.

Myeah, just work it into your lifestyle. See a girl you work with? Get in proximity and talk to her about anything "Did you see the season finale of X yet? I'm dying to talk about it!"
It's simple really, start with that and you'll loosen up. In night clubs if you wanna press it a good way to start is to enter the club then go up to a group of whatever size that are nearest the entrance. Just open and say "Hey, how is it tonight?" Don't look for an outcome, just be like "Whatever" and then when they reply ask their names, give yours and say you've to go. Puts you in a good frame of mind for the entire night.