They work man , they break the ice , they are funny even if they fail and they show the person that you have a sense of humor and they set a playful tone.

My uncle had the WORST pick up line ever it was insanely bad :

"Hey, do you have a boyfriend?"

"Um, no."

"Are you a lesbian?"

"No?!"

"Then what is your excuse for not kissing me?"

I shit you not, he pulled a woman with that line. If you can make a girl laugh it counts for a lot.