People of both sexes appreciate a subtle confidence (not arrogance) and a good listener; you cannot be a decent conversationalist unless you really listen, take cues from, and respond to what she has been talking about. Keep eye contact as much as possible.
The more you make it about her, the more appealing you'll appear. When responding to her points, try and keep your references on your thoughts and feelings rather than anything materialistic. This helps increase your depth of character and substance in her eyes; she'll have all the time in the world to discover what a great car you drive or where you live or how you earn money. I know that these are all great American ice-breakers, but I also know that they are the marks of a shallow and insecure braggart.
Unlike many here, I have no issue with meeting people in bars; I've been doing it all my life and have had many successes. But remember the venue: if it's a meat-market, expect shallow and empty conversation devoid of intellectual exchange; a sports bar, for instance, might be much more interesting and give you both a ready-made spring board to interesting conversation. Limit yourself to a coupla beers and avoid the sloppy-drunk chicks (especially those who've been going since Happy Hour and haven't had a chance to "freshen up").
Lastly, don't be afraid of exchanging numbers and arranging for a follow-up date (dinner always works). A second chance to become better acquainted (away from both your friends and hers, as well as other distractions and challenges) is often the best way to really know someone, learn her interests and talk about some of yours. Lunch dates sometimes work even better, because of natural time restraints you may find it easier to focus.
Good luck.