Well I think there's a bit of a difference between 'saying something' and a 'pick-up line'. When I think of 'pick-up lines' as a concept I think of an awkward conversationstarter that is a dead give-away someone's hitting on you and I wouldn't say getting too obvious too soon is a good idea. I think to the majority of the girls that has the effect of scaring them away. It might very well create distrust, disgust even. If you really want to achieve something I'd say your best shot would be trying to make the girl feel comfortable and try to form a connection with her. For that you need to see each girl as an individual and so a 'pick-up line' wouldn't work as they are more universal.
Eh, yeah I hope my message is a bit coherent and makes some sense as I'm actually way too tired to be writing anything with any depth in it.