glwarrior,
Read http://www.askmen.com/ regularly. It has many good tips on relationships.
WindRider's idea is a good one...go to places where people are that do things you are interested in. Then just get involved in the common interest, without pressure to date.
Then, when you are comfortable, just ask to take her for coffee, a meal, etc. A coffee or lunch is low pressure.
You are defeating your own purpose in not going to dance clubs. Once at the club, pick a lady you want to dance with and ask her for a dance. If she says no, just pick another one and keep trying. The fact that you asked for a dance is flattering to a woman, even if she refuses. And a dance is just a dance. And if you like her, ask her to dance again.
I am extremely shy. When I was 16, I had to attend my brother's wedding, and had to dance because I was family. My sister taught me the basics, and she was my dance partner for the "family" dance. After that, they could not stop me. I literally asked every unmarried woman there to dance with me that night. Only one refused. She claimed she did not like to dance. Since she never danced all night, I guess she was telling the truth.
Dancing is a low pressure situation where you do not need any or much conversation. And even if it doesn't lead to anything, at least you get a close up look at a beautiful woman wiggling in front of you for a few minutes.
Meeting women in grocery stores is a good idea, I have a friend who met his wife that way. Women don't mind if a guy starts a conversation with "Do you know where I can find a...". A surprising number of them look at me after the conversation with a "I thought you were going to ask me out" look.
And gilwarrior, you never know if a woman is interested in you. I can rarely tell when they are interested in me, had have taken much ribbing from relatives because of not seeing that "she is obviously interested". I guess I am just a "goober" that way.
Richard