If it's not a very busy night (Friday & Saturday mostly) then it's not such a big deal to sit at the bar on a stool and order a drink and break the ice with someone nearby with a joke - it just gets the conversation going and it doesn't seem to be all that awkward.
Now, if the bars are packed, then it's a bit more awkward, because most everyone else is with their friends and already yelling to hear each other. The odds of you chatting up someone nearby is extremely small.
In general though, you have to go in with an attitude that you just want a drink. If you start chatting with someone, so be it, but you shouldn't consider the visit a failure if that doesn't happen. I don't do this too often at all, but I haven't had an issue with it yet. It's more about attitude than anything else.