lol grinding, one of man's only dance moves...
Anyways, one thing you NEVER want to do is sneak up behind a woman and just start grinding. This can be seen as sketchy and improper. The only women that will actually go for this stuff are the wasted ones or ones you dont really want to meet lol.
Its always best to approach from the front. Walk towards them slowly with a seductive look in your eyes. I found its also easiest when your very playful, open and you should approach with a greater energy than them. Why else should she want to dance with you if its going to be boring and lame?? Do a little butt bump, give them a twirl and start dancing. Maybe do a high five, hold her hand and spin her

I also like to just meet girls in quieter areas like the bar first then just pull them onto the dance floor, caveman style.
Like the other guys above me said, its all about comfort...and about being a man who can lead. It is best to establish some sort of connection or at least conversation before you start grinding