The problem with going out alone is that guys LOOK lke they are alone and on some mission. And it's weird.
Whereas other guys in the venue just blend in chatting to friends.
I know because I've done a lot with going out alone and I was VERY nervous to start.
But it's already been mentioned here. The point is to be smiling and make it seem like you know people. Always chat. Make smalltalk with everyone, especially guys!
"Hey man, that drinks looks awesome, what is it... NICE!" and walk away again if you like, who cares. The point is that someone who LOOKS alone comes off creepy or weird. If they are just looking at or approaching women, it comes off creepy. Most guys don't really realise how weird they look. I've seen other guys alone in bars and they always look miserable. I don't think they really know it themselves but they do.
Heck, I did it too I was so nervous at being there alone. But then I just began to start throwing a comment here or a comment there to people around me, situational humour is good, or comment on the game on the screen or anything really. But move about a little every so often. Randomly engage people, you can move off again, it'll even make it seem like you just know people and are hovering about.
I NEVER approach when I go out alone. I meet women, oh yes... but I never approach.
Approach implies sitting/standing there eyeing her up until I make the big approach across the room, she's already seen me... alone.. looking creepy. I don't do this.
What I do is just randomly engage them, the girl will be next to/near me, I'll make sure of it. Maybe we bump into each other, maybe I have to ask her something dumb, I don't know, but she just happened to be a girl near me when I just had to strke up conversation with her, just like I was everyone else around me... and guess what? It's easy.