women at the gym

So I'm a avid gym goer and it's obviously loaded with beautiful women. The type of woman I'm looking for would be frequenting the gym regularly too. Now I've always heard you generally want to avoid trying to pick up a woman at the gym, they have headphones in, they're in the the middle of a workout, etc etc. My question is 2 parts. 1. Should you even attempt a pick up at the gym and 2. If so, how would someone go about it?