Even those as ubermenschish as me have their flaws, and the better you can brush them away with one-liners, the less she'll hold them against you. Below are two that always work, and one that probably does not, for comparison.
Your facial expression in each case should be a barely visible smirk, where you have a restrained smile, and the left corner of your mouth slightly moves up and to the left. Your eyes should be fully open, but your eyebrows should be neutral (neither raised nor lowered), looking at her seriously. Slowly and slightly nodding your head while saying something ridiculous strengthens the contrast between facial and verbal expression, and this outta-whackness is 80% of success with cocky funny lines. For the same reason, the tone and rhythm of your voice should be deadpan and spontaneous.
People try to match their partner's emotions, so if you look serious, while she wants to laugh as a reflex, she'll have to bottle it up in order to mirror you. Bottling up exciting urges, of course, puts her a heightened state of arousal, and the longer you keep her there, the more she'll associate being around you with feeling tingly and irresponsible. This is what girls mean when they say they like a guy who makes them laugh. This may be doubly true for older women, for whom a bout of the giggles will allow them to relive the sunshine of their youth.
The successful ones below can be adapted to your own flaws, as long as they are ridiculous and your facial expression serious (with a slight smirk or twinkle in your eye). They work on all types of girls, but especially on alpha females, whose masturbatory fantasies always begin with the guy signaling his boldness and baiting her into a mock fight, having at it, and then having at it.
1) Flaw: you're pale. I'm not sure when the fashion for tanned skin will go out, although it must as it inevitably becomes associated with tacky girls who frequent cheap and effective tanning salons. For now, though, lacking color counts against you.
Cocky funny line: At some point in the conversation, she will ask you what you've been up to lately. Make no mistake -- she is not just curious, but intends to judge your value based on your routine. "Nothin' much" = loser. Mention the exciting and ambitious things you do, of course. Before that, though, list a few boring things and add in, "X... um, Y, and... working on my tan...." She will start giggle-laughing a lot, and may respond with something like, "I can tell!" An optional rejoinder now is, "I know, it's hard to get anything else done..." But only add that if she's a really chatty girl; otherwise, less is more.
2) Flaw: you're skinny. I think guys exaggerate the importance of getting hyooge -- this is mostly to compete with other guys, not to attract girls. The extreme is the lunkhead who wanders around the club wearing a mean expression and chewing gum to make his jaw jut out. Do not be fooled: these guys never, ever get to talk or dance with girls and will never be sought out by them. At the same time, having some muscular bulk is good, and if you're an ectomorph, this will be nearly impossible. If you're also 6'1 or above, they may cut you some slack or even prefer that body shape -- "tall and lanky" -- but otherwise, it counts against you.
Cocky funny line: While probing what you do, again to evaluate whether you're a loser or not, she'll ask what activities you like. Same as above: before getting to the exciting things you do, list a couple boring things, and follow with, "X... um, Y... and... Olympic weightlifting..." This too will provoke plenty of giggle-laughter, and again she may feel compelled to respond with, "I can tell!" If she's chatty, you have the option of prolonging it a bit with, "Yeah, it's just a hobby... don't want to make the other guys look too bad."
And now for comparison, here's a line I tried out Friday night which didn't have the right effect. In self-deprecating humor, the goal is to show how bold you are to highlight your own flaws in a serious way that says you don't care. With the serious smirky look on your face, you're daring her to object to whatever ridiculous thing you just said. Though less aggressive than guys, girls are by no means gentle -- they love being baited into a play-fight. If your line produces ha-ha laughter, then it failed: you've entertained her, not engaged her.
I was at the teen dance club, and it was about 15 minutes before closing. Around this time, especially when it's not crowded, a girl who's been watching you from afar may come up to you before time runs out. I decided to test something out -- if it failed, big deal, I'd already had an OK run during the night. Two girls came up to me, one who I saw checking me out before, and her friend ("C'monnnnn, I don't wanna go over there alooone!!!"). The interested one approached me from the side (I guess she'd read a PUA manual for English class), patted me on the shoulder, and asked shyly, "Hey... can we dance with you?"
I paused like I was considering it, and said, "I dunno... I'm kinda busy." At this point, I was dancing by myself, and had been for the previous 15 or 20 minutes at least -- the result of few people plus being after 1am -- so it was obviously a joke. Trouble is, the girl found it too funny: she grinded her ass on me for a moment, and I turned her around to dance face-to-face, but during these 20 or 30 seconds, she couldn't stop giggling, and perhaps feeling self-conscious about it, walked away. It wasn't because I made myself look bad, as everyone was dancing by themselves at that point. Cocky funny lines shouldn't stick in her mind like that: they should produce some giggle-laughter, and that's it.