OK, this sounds crazy but I have learned how to 100% get over Approach Anxiety. It works every single time and is both fun and amazing. Trust me, once you do this, approaching anyone, anywhere will be simple.
1. Think of something completely crazy that makes you seem like a total and complete loser.
2. Make sure it is not mean or hurtful to other people, don't make fun of other people, only yourself or say something that makes you look really strange.
3. Go up to a hot girl (or girls and say it).
RS: Hello, my name is RokStarz. I love bunny rabbits. Do you like them also?
HB: Uhm. Sure.
RS: Do you know why I like them so much?
HB: Uhm. No idea.
RS: Because I like to make love to them. (Big smile).
HB: You are creepy... bye.
Now that is the worst possible scenario, and it really doesn't feel that bad. In fact, it really is an example of the only thing we have to fear is fear itself. I do this all the time, and once my approach anxiety is out of the way, I can have fun chatting with total strangers and have a blast.
Try it.. post your experiences.