I compiled a small list to address some of the hot topics, hope its some help.

Beginners: Learning pick up is pretty easy. Read "The Game" by Neil Strauss to learn the basics and then read up on body language for some more advanced stuff. You wont get it over night but you can easily become a pro in just 2 months.

Approaching: If you are nervous about the approach start slow. Approach a women and say you just came over as a stranger to say how good they look and walk away. Dont linger for a conversation, first get used to approaching. Everyone likes a compliment so dont worry about looking weird. Most of the time you will make the girls day.

Talking: "The Game" gives a pretty good background on what the conversation should be like. If you blank out just talk about something in your immediate environment that you both see. It can be a cute dog walking by or weird thing going on nearby. keep it simple.

Body language: The key here is to seem a bit uninterested at first. Dont always look at her when she talks, pretend theres something over her shoulder that interesting. Dont be cold and do it to often, just enough to show your not 100% focused on chatting with her.

Closing: The idea of closing is to get her number without seeming to interested. This has worked well for me: "Hey you seem pretty cool, text me your name and I'll add you on Facebook". This was you get the number without directly asking for it (plus facebook photos).

If you have any question I'll be glad to help out.

EDIT: I'd like to add a small note. There are many different styles of pick up, some old and some new. Do whichever you're comfortable with.