Well, there was a time when pick-up lines surely used to work. They used to sound extremely romantic and were the perfect start to a conversation in the bar. However, now they used just way too cheesy and could definitely ruin the entire mood. But you can always use it as a joke and start the conversation.
Instead of sounding cheesy, make it sound funny. This would definitely work in your favor and help you in standing out from the rest of the over-cheesy crowd. Women do like funny men but not the overly romantic ones, so yes. This is how pick-up lines work today.