The bar/ club scene isn't going to work unless you have a big personality. I would skip that altogether.
Although your other suggestions are good I disagree with this to some extent. I mean in clubs it's much more easy just to go up and talk to girls and that would at least yield a bit more confidence if nothing more. It does for me anyway. As for bars they are more quite so I suppose they are more easy in the sense you can actually hear people talking to you. My actually preference is pubs though for socialising. You don't get many single gals in them though but it's still good for building confidence. I tend to go out to enjoy myself and escape my day to day life rather than go out to get laid though. That's not to say I'd be against things going that way but it's not a major importance to me. If it was I could just pay for it for less than it would cost me on a night out, get a bag and chips and a bottle of cider and have done with it.
All of the bars I've been to typically play loud music, so people have to be pretty loud to talk over that. Maybe a pub/ tavern is quieter. ---
Been a murder, over in Riften. Some old lady who runs an orphanage. Those poor children must be heartbroken.