The "nice" thing about approach anxiety, as far as problems go, is that it's one which is pretty much entirely under your control. Initially, it will require conscious effort but that gradually fades to unconscious ability as you progress. At the intermediate stage you will be using a bit of both.
It's always a good idea when giving guidance to start by explaining why one feels qualified to do so. To cut a long story short I started out on this path a few months ago with huge approach anxiety (but a lot of confidence in my manner in other aspects unrelated to women, stemming from things like a good level of education, a history of moderate career success, a relatively helpful support network, etc.). Right now if I had to make an estimate, I'd say I'm about 60% of the way toward conquering it.
That is reflected in my specific actions... if a girl makes encouraging eye contact with me and is cute enough, these days, 9 times out of 10 I open her. (The remaining 10% is when I blow it for some circumstantial reason, a good example being that I misjudge her body language indicating what direction she is going and end up physically unable to open!)
If a girl looks totally unapproachable yet is cute enough, 70% of the time I probably consider approaching but think better of it; and the remaining 30%, I open her, fully expecting to get blown off, and that is exactly what happens.
If I genuinely have no idea whether she's approachable, and she's cute, it's hit-and-miss, but I probably give it a try 50%-60% of the time.
Now to the actual path I took. At the beginning I was messing up hugely, for three reasons:
1. I was unprepared and had inadequate confidence. See the following old post:
Worst missed opportunity EVER. I share this with you to give you an idea of the place I was coming from.
2. My process was a heap of junk, or non-existent, take your pick. See my comment to Zphix here:
Department store game
3. I was shooting myself in the foot by trying to use indirect openers and not going direct hard enough or soon enough (or at all). I was compounding the problem by going into it with a fun, jokey vibe that was unsexual and stupid. See this post:
Approach #1
A lot has been written on the main site and the forums about training yourself to be more afraid of that sinking feeling stemming from a missed opportunity (e.g. #1 above) than you are afraid to approach. All that applies and I want to emphasize how much I support it.
But I'd also say to you that you need to go into this aware that you WILL get rebuffed in a very ungracious and humiliating way from time to time, and you know what? Learning to deal with that so that you're unfazed by it gives you an unbelievable feeling of power. It gives you a sense of confidence that is, among other things, also very attractive to women in its own right. And practicing it in cold approach seems to get people responding to you better in social circle, too.
You might be surprised where the nastiest blow-offs come from. I had one today in fact, and I've had several other similar ones in the past weeks. Want to hazard a guess before you read on? Go ahead.
I find that the rudest rejections actually come from unattractive women. Now why am I opening unattractive women, you ask? Well, looks can be deceptive. I don't mean "she might be nice on the inside" or anything like that. I mean, you can take a good look at a girl who's sitting at an outdoor table reading a book, for example. She might have on a short skirt that really flatters her legs; she might have just washed her hair and it looks desirable. There have been occasions when I find myself actually getting aroused ahead of the approach. But her face is buried in the book and it might be plain; her body is crouched over the table and you may not notice she's overweight. I've actually made that precise same mistake twice.
When you get into that situation, you'll find something surprising. She effectively auto-rejects upon opening... especially if you open direct. I don't know whether she thinks you're kidding or having fun at her expense, or what it is... but this type of girl goes NUTS. Like, you want to tuck tail and run out of there as fast as you're legs will carry you. You don't do that of course, you exit with grace and courtesy and walk off full of pride and purpose.
I've opened stunning girls and gotten turned down with a level of politeness I wouldn't have imagined. That even happened early on. See for example
Approach #11 and, better,
Approach #16.
What I've never done is gotten blown off rudely and embarrassingly by a girl I'm crazily attracted to. I actually want it to happen (once is enough), both for the thrill and for the confidence-building experience. I am damn well going to do it one day soon.
On your point on girls going in the opposite direction, I struggled with this for a long time at the beginning (and still do occasionally). I used to think it was easier to chase after a woman from behind. Pull alongside so she can see you, then open from the side. But I've changed my view, for two reasons:
1. Whether it's on the street or in a store, she doesn't know how long you've been following her if you pull level from behind, and with what motivation. It feels to her like you're executing a "stalk-and-pounce" maneuver... unsettling and unsexy. If you're approaching each other from opposite directions, and you open as you draw close, it has a spontaneous feel to it that makes you seem confident and powerful to her... even if you've actually been contemplating it ever since you saw her appear on the horizon! She doesn't know that!
2. The effect on you, psychologically, is very different. If you're following along, struggling to catch up, you're kinda psyching yourself up to DO IT, DO IT and the effect is to put pressure on yourself that causes you to become nervous and possibly fail. If you know you have a few seconds available only, and you've got your process down, you don't have time to get jittery. Before you know it, you've said hello and you're into the interaction and you have to follow up... assuming you don't want to look like an idiot.
Here's my process:
(a) See girl coming a distance off and check her out really thoroughly immediately, before she can see I'm doing it, to reassure myself that this is going to be worth it
(b) Take my eyes off her, puff up and stride forward with confidence and purpose
(c) As she comes within ten feet or so, observe her closely in my peripheral vision; see if she gives me any excuse to open e.g. looks my way
(d) Decide on my opener
(e) Use body language to reach out her way and get her attention, then make eye contact and speak
It works fine, girls seem to love it even if they're not actually interested. It gives them a lot of validation as well as leaving an impression of a very self-assured and gracious man.
Another really great one is when I spot a girl from the other side of the street. (Careful of traffic... I don't want to be responsible for any accidents, watch where you're going.) When I see a clear, safe path to cross, I head her way and when I reach the opposite sidewalk I kinda converge on her at an angle, so she can see me coming... like a flock of birds in flight if you know what I mean. Then you have an excuse to open handed to you on a plate: "Hey there, I saw you from the other side of the street, and I just had to cross over and tell you..." (insert hard-hitting compliment here). By the way, the more emphatic and specific I go on the compliment, the better I find it works.