Best: When they don't use a line at all, but just talk to me as if I am a person.
Worst: Anything critical. A man once came up and began telling me I was using an exercise machine wrong. By his response when I was upset by this it became clear he was trying to impress me. Another time, another man said "You COULD have a GOOD body." He said later he had meant it as a compliment and that he wanted to help me with the machines. Again I understood this to be a bad pickup attempt. I knew I was not out of shape since I exercised nearly 2 hrs. per day and was thin. Again by his flustered response when I didn't smile and react well, I knew he had been trying to get a way to spend time with me. Also friends told me this is a common way in that gym that men try to pick up women.
This was a while back when I was still single.
Lesson? Be nice, be natural, and don't criticise!