Since I wrote this up in another thread I thought I'd give this to you guys as well:
Regarding cold approach, what you say isn't anywhere close to important as how you say it. The most important part of approaching isn't what a lot of people think. It's actually what you're doing immediately before, during, and after the approach.
Before would include your fitness, clothes, and not gawking at her while you build up the courage to approach trying to decide what you'll say. And forget the PUA 3-second rule, you've only got 6 seconds to make a first impression, so if you see a woman you're interested get those feet moving immediately (plus you won't psych yourself out by over-thinking it).
During would include how your verbal and non-verbal communications, as well as what direction you appraoch from. How you move and take up space, general body language and posture, says a lot about you as well as your intentions. And how you verbally communicate (your pitch, tone, projection, pausing, etc) can say a lot about your confidence level and skill in talking to women. If you're racing through what you're trying to say it can signal insecurity, nervousness, and so on, all of which will put her on edge. If you communicate smoothly you'll be more likely to put her at ease, which is a powerful thing.
After is what you do immediately after you approach. This is what they call "transitioning", which is just progressing from whatever you said to break the ice to getting into an actual conversation so you can get to know each other.
Since you asked about what to say, try being direct. If it's during the day direct will be more beneficial for a couple of reasons:
If you're new to cold approach you're going to subcommunicate your interest anyway, so you might as well be honest about it.
During the day people are busy and going places, so trying to spend an hour flying under her radar so you don't come off like you're trying to pick her up just isn't feasible.
For these reasons alone I highly recommend being direct and to the point. A simple: "Excuse me, I've just got to say you're the sexiest girl I've seen all day and I'd be kicking myself if I didn't say hello. Hi, I'm _______, and you are?"
The main thing is to rehearse this in the mirror, your car, and anywhere you have some privacy so you can master the verbal and non-verbal aspects. Having the confidence that comes from competence and knowing what you're going to say before you ever even see a woman you're interested is very empowering. And the more you become competent (from the rehearsing) the better your results will be. And the better your results (positive reinforcement) the more confident you'll become talking to women like this.
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