I've had this a few times whilst I've been in a bar or a club, I'll walk across the dance floor and I'll catch eye contact with a girl across the room... I get the impression that the reason she's looking at me and holding the eye contact with me is because she's attracted to me or I've caught her eye. But what is the best way to go about going over and talking to her?..
If i suddenly change direction and try walk across a busy dance floor surely It'd make me look desperate? But if I just remember her face and hope that I bump into her at some point later in the night then there's the chance of me not seeing her again.

There's also a bar maid who when I first went to that bar got talking to (very drunken talk) which I do regret as I can't remember most of the conversation. But now every time I go to that bar I always get a cheeky smile from her and she seems to make time to serve me before others.

Any advice on how I could improve on either of these aspects?

Also what tips or plays do you have for DHV? I can open but then my game doesn't seem to go anywhere.

If you get held eye contact from a girl for longer than usual, consider that an IOI and ASSUME attraction. You can just go straight over there and use a direct opener, rather than having to bother with the whole going under the radar thing. You've bypassed that. If she's anywhere near the dancefloor, just go over there and start dancing with her. Lead, kino escalate quickly, and then use physical push-pull (i.e. holding her close, then moving away, taking her hand, twirling her around, pulling her back in, etc.) to build that sexual energy further.

Cheers for that..
I'll give it a go when I'm next in that situation.