Unfortunately, when you are in search of women the bar is the most common and most practical place to go. However in reality this is probably the hardest place to pick up a quality woman.
Sure you may get lucky a couple times and pick up a girl. However likely she is either going through a phase, or is a bar fly and you may need a shot of penicillin after you spend the night with her, if your lucky.
While there are definitely good people that go out to the bars. Most woman are on full alert and have their guard up. This is a result of the drunk idiot sitting next to you that said "Hey you girl, you got a real pretty ____." Unfortunately this guy makes you pay in the end.
So Where Should You Go?
Good question, you should go everywhere. Go shopping, talk to the women you interact with, pick up girls at work, anywhere and everywhere!
Additionally, I have had some success using some online dating sites. Some are as cheap as $20/month and when it comes to dating that is a drop in the bucket!
One of the reasons you will have more success approaching girls in a non-bar atmosphere is because so few other men do that. The vast majority wait, go to the bar have a couple drinks and try to pick up women and this is when most quality women are least likely to be picked up.
Think about it, you are one of the few genuinely good men out there. You are compared to all the other rude drunk jerks that have already tried to hit on her that night.
I am not saying don't try but you will likely have a much lower conversion from conversation to phone number to making out than if you meet women, anywhere else!
Also when you start a conversation with a girl in a non-bar setting, it shows you are confident & assertive. This is different than every other guy. This is a very good thing, you always want to be different that every other guy. Otherwise, why should she go out with you if you are just like everyone else.
So in short, avoid the bar instead; go to the mall, join a dating site, talk to all girls in any situation that you find attractive. Including if they are just walking down the street.
The only exception is if there are some cool wine bars in your area, you should definitely go there. You will likely be outnumbered by women and these are typically not places that girls that intend on going out to the bars all night, go to.