My god, what can I say...
First off, all the advice I've read here so far is WRONG. I mean, okay, you may dig that sentimental crap you've been fed by Hollywood romance movies and Avril Lavigne songs but what you're doing is the reason you're constantly confused. So, here's the breakdown:
YES!!! As a guy you want to make the first move... face it, how often is a chick going to approach you? Some of the most succesful men I know don't have chicks jump after 'em all the time. Think about it... what if that "perfect chick" that you oh, so, want is there and she doesn't notice you... are you going to sitback and wait for her to come to you? Hell no, you're a man and you approach. Making the first move is key. If you sit there and give small hints and wait for her to make the move she is going to assume that you are a coward. You need to be balls up about it and make the first move.
Warning: Now, first move does not mean, "wow, you look beautiful today" or some crap like that. If you give the chick the impression that you already want her (before ever having truly built a relationship with her) you are clearly non-challenge. She already has you so what's the point. Face it, NICE GUYS DO FINISH LAST! So, instead, when you talk to her be confident... be a little cocky/funny, show her you ain't like every other guy who came before you and told her how unbelievably pretty she is and, instead, show that you have some dignity and that the chick HAS TO PROVE HERSELF TO YOU. Your goal is not to come across as a sorry loser like the guys on Average Joe who whine about "I just need affirmation, I feel so neglected." You need to show that you are just happy right now and that she ain't a big deal for you.