Having common interests or shared circumstances makes it easier to break the ice, and you're more likely to pick events that you'll both enjoy. Is there a classmate who loves Civil War history as much as you do? A coworker whose spread in "Farmville" is even bigger than yours? There's your cue.
If you're not a member of a group or club, consider joining one. Unless it's a fantasy football league or something similar, you'll probably meet a fair number of females. If you get to see each other in ordinary situations, that might be even better. When you clean cages at the animal shelter with someone, worrying about impressing her on a date seems kind of pointless.
Which brings us to the next tip: where to go and what to do.