NLP is a bunch of really great stuff, thrown into a nice, neat, teachable package. But for pick up, I think you're better off unpacking it all into the separate components and learning them individually, so that you can take what you need from each. I've personally probably read about 20 books on NLP, but I feel my time would have been better spent on other things (I'll get to those other things in a second...)
For example, I am a trained hypnotist. I tried using my training for pick up, and it was terrible. Just absolutely the worst tool in the world. However, as I learned more about hypnosis on my own, and the foundations of how it works, it became an enormously useful tool... but only in combination with other things that I put together on my own for use doing PUA. You can't take a course that teaches one thing and just say, "Oh, I'm going to apply this to pick up!" If you want to apply it to pick up, you need to break it all down into the tiniest little components, and then build it up with the PUA framework in mind. I hope that makes sense.
Anyway, if I had to make a suggestion, I would say skip NLP. Instead study the things that NLP is based on. Here are two of them: cold reading and body language. For body language, read the book by Allan and Barbara Pease. For Cold Reading, you'll have to handsomely overpay for the book by Ian Rowland, as I know of no other book that does it as well as his. And THEN, you will have to figure out how to apply it to pick up. But the bright side of this is that it won't be hard at all. And, best of all, you'll have two skills that you can TALK ABOUT with women, that will impress them and create more curiosity. And that's far better than having a secret PUA skill that you can't mention to them.
As for hypnosis (that's really the foundation of NLP in a lot of ways)... man... just don't go there for PUA purposes. But DO go there to start getting a really deep understanding of states and how different states work, exist, and function.