From what I've heard from my guy friends, they seem to like it. Sure, there's always going to be some guys out there that think the guy should do the pursuing, but a lot of the time, guys think it's sexy and shows a sense of confidence when the girl approaches them first.
In fact, I pulled the first move on a guy last week... it would have worked out awesomely if it wasn't for the fact that I think he has a girlfriend. I drive a bmw, he also drives one, and while leaving school, we drive behind/beside each other occasionally and then one day, I was waiting in line to leave the school, he's leaving his spot which is near the area I was, and I let him pull up in front of me. I then had the brilliant idea that I was going to write my number on a piece of paper and hand it to him at a red light since we've caught each other at one before. Instead, he turns into the gas station, and I, with some hesitation, quickly pull up behind him and go into the parking spot next to him. I then proceed to give him my number and yell out "bimmer buddies!" :D. He said he'd definitely text me later, the look on his face showed satisfaction and some surprise, but one of my friends then tells me (about five days later) that he has a girlfriend.
Anyway, what I'm trying to say is, guys enjoy being approached just as much as girls, and as a girl, I can honestly say that it was very satisfying, despite the fact that I didn't come out a winner, ahaha. damn... and he was pretty hot too.
Long story short, I say go for it, try it at least once. Because since I did it, I already have more confidence in myself and I want to do it again, since I found out that it's really not that scary and that it could definitely come in handy in the near future. What if you come across a gorgeous guy who's pathetically shy? Since he won't pull the move, you have to.