Work on being gregarious in general and it will overflow to those nearby. If you're laughing, having a good time, outgoing, etc., what's the harm in turning to the chick behind you and asking her opinion on something? Or commenting on something - her shirt, her food, her beer, whatever. If you're walking toward the bar and someone is in your sight line or waiting with you for a drink, chat her/him up. There's no need to exclude talking to men. They can be helpful, or good pivots to talking to the women they're with. It's also good practice.
I'll be honest, this is something I've been trying to strengthen. I've fluctuated in the past on being outgoing and not so much. Some people are just naturally talking to EVERYONE. I'm not saying you should be an obnoxious chatterbox (like John Candy in Planes Trains & Automobiles). Just try to have a vision of the entire venue instead of just the people you're with as your realm. And of course do an approach if you see a target.
Besides that, what's holding you - any of us - back is the fear in our head of being ridiculed or ostracized. Recognize that as a part of your evolutionary programming, but dismiss it as an unfounded warning from your subconscious. Your mind and body will do their best to keep you "stable" and so when you rock the boat they send signals. But if rocking the boat eventually becomes the new normal for you, your organism will adjust and you won't feel so nervous.
And on the spot when in doubt, just remember the 3 second rule. Better to say anything within that window than to delay or plan.