You're right about the women doing the choosing. There was a study about how when women did the approaching in speed-dating, they became more interested. (PDF: https://docs.google.com/viewer?url=http://faculty.wcas.north...) So you're at an advantage if they make the first move.

So, online, just getting into their sphere of awareness by viewing their profile can help elicit a wink (and using a call-to-action in your profile): http://www.onlinedatingmatchmaker.com/match-whos-viewed-me/

When you do finally send a message, it's best to keep it short, specific, and include ONE question: http://www.onlinedatingmatchmaker.com/match-messages/