You'd have an easier time escaping Riker's Island than the dreaded Friend Zone. "But I have this one friend who knew this chick for 5 years......." Don't want to hear it. Move on, if you were a sexual option it would have happened by now. Every woman has loads of "guy friends" that think they are one drunken night out away from making it happen. They aren't.
Generally, everyone first reads "The Game", then Mystery's book, then blogs and online forums. Many people take bootcamps which are generally 3 days of lecture and 2 nights in bars approaching women. I took 2 bootcamps with the top companies. One was a regular comprehensive bootcamp, one was a specialized one. I also attended 3-4 special seminars by instructors who had good reputations. At the beginning it was a little like learning martial arts. Some people advocated jiu-jitsu, some Krav Maga, and interested students wanted to know what worked best. Over time all the theories and strategies narrowed down to a more or less to a single consensus much in the way the various martial arts eventually turned into the Mixed Martial Arts you see practiced in UFC.
12 beers. No, I'm kidding.
One word: Volume. The more you do it, the less any one approach means to you. If you work up the nerve all night to talk to one girl and it doesn't go well you'll feel it a lot more than you would if she was one of 10 you talked to that night. Over time you'll also develop a thicker skin and a realization of how much of a woman's decision to say "yes" is influenced by a multitude of factors you have nothing to do with.