I never had a GF. I want to try online dating but the sites I've seen only have like 5 women from my city and not my type. That's dumb. Why would I sign up to sites that have no one from my city.

Then you travel a little further, what type of area do you live in, and what sites are you using,

There are places like Free Online Dating at Plentyoffish.com (http://www.plentyoffish.com) ( suppose to be the most popular) And of course yahoo.com has a dating site, and craigslist.

And what do you mean as "not your type" if you never had a girl friend, how do you know what your type is,

Go out on some dates with just anyone to start.

Next the ask every girl you see out, method, the waitess who serves your coffee, the girl at McDonalds.

And thus your problem, you already give up before you try.

Definitely look around at other dating sites.

It's true some sites have very few people in your area, like e-harmony, where I found only two or three suitably aged men in my city, whereas other sites like plenty of fish attract a lot more people - probably around 40 men in my age group by comparison. There are lots of online dating sites, so you're bound to find something that suits you better.

I like the idea of approaching girls other than online - it's more romantic since you start with a unique history together. It would make a girl feel special, as if she stood out from the crowd.

Online dating is one option but have you thought of others?

Instead of actively looking for love right now how about perusing a more busy and structured social life?
This will allow you to interact with more women creating an open channel for love potentials.
How about joining a group or a hobby maybe start some self improvement classes in helping you develop yourself esteem and confidence around women. Even if you don't meet women you may meet new friends! This will lead to other social interactions that may lead to meeting more women!
You need to increase your chances not lower them,
Also note if you are perusing other things in life that reflect your interests you will more likely find someone special that you share a bond with and also chatting to them will be easier as you both have a common interest

Like attracts like and when you start working on yourself you will be surprised how your life will begin to change

Instead of paying for a dating site subscription use that to finance other things like working on your image and style, this will make you appear more attractive and also build your confidence!
I think that plentyoffish.com is free so perhaps try that and get a feel for online dating before you commit to paying.

I wish you all the best

And of course I think we mentioned it, but start doing new activities, meeting new people, and widen the group of women you meet that you can ask out.