By asking a person a question about themself...most people love to talk about their interests and ideas and if you find out you have something in common with them then you can tell them your feelings or knowledge on the subject but asking ppl questions about what they do or are interested in usually keeps a convo going.
Compliment someone sincerely, even if you hate the outfit they are wearing but the color is good then say " That color looks great on you". You haven't lied and you given the conversation a way to expand. Then go on discussing favorite colors or months people were born in and so on.
When the conversation starts, ask questions of the other person that have multiple answers.. ie: how many jobs have you done, favourite writers, different schools. All the answers provide you with heaps of different angles to go with...
When you are an unattractive guy like myself and you go out on a date or talk to a pretty girl, you get good at keeping the conversation going. The more you practice the better at it you get. The prettier the girl it seems the more "heavy lifting" you have to do. That's all I can say. The more social interaction you do the better at it you get.