The BEST way to have a convo is either on the entry into the club, or by the bar.
99% of the times, when bored and standing in the line, women will be only too happy to have a conversation with a random stranger. Also, you haven't gotten in the club yet, so theres no loud pulsating noise to contend with. I've found telling them that I've come here alone because my friends stayed home to study/changed their mind at the last minute/were on their way works quite well.
If at the bar, strike up a conversation about the slow service, how crowded/empty the club is, pretty much ANYTHING. Just be fun and engaging.