One of the big reasons that "picking up" girls is so hard for many for guys is because they believe that they have to impress a girl and make her literally fall for them with the very first thing they say. In other words, these guys think that their pick-up line must be some kind of magic expression that would sweep a girl off her feet, when in fact  - the opposite is true. You do not and should not try to say anything overly special to a girl to start a good, interesting conversation that may lead to an attraction between the two of you later. You are much better off starting a conversation by saying something interesting and/or thought provoking - whatever it is.  

One of the things that I really like about New York City is that you can be cynical, bitter and talk like a "hater" and you will likely not be perceived as such as it's common for people to express their opinions in a pretty direct way. My friend took advantage of this great "freedom" today at one of the premier clubs in the city. He was standing next to this girl and said: "God, this dj sucks!!!!" She looked at him and responded: "I am with you, if I could give this place a negative star, I would... this place has gotten downhill pretty badly in the last year..." They started laughing and continued talking an dancing into the late hours of the night...

Of course, a negative observation won't always work as a pick-up line, but if you say what you really think and the girl actually responds to it in a way that would suggest that she sees what you see, this is a great way to start a conversation as it suggests that you have some mental chemistry right away and that you might be interesting to each other.

"This dj sucks" won't qualify as some kind of magic pick-up line that would be charged with romance and would make a girl fall in love with a guy, by any stretch of imagination, but that's not the purpose of the pick-up line. The purpose is to simply break the ice, and preferrable say something thought provoking that would make a girl eager to respond and express her own opinion. This is how any interesting conversation starts between two people, including the pick-up.