... do I always end up as a girl's friend, rather than a girl's boyfriend...?
Sigh...
Broken down, it's all in the verbal/non-verbal interaction that you have with one another.
Verbal is easy: it's all in what you say and how you say it. You need conversation to find out more about the other person, and to determine if there's interest. Can you two keep a steady conversation? Is there a feeling that you two are clicking by what's generate from the conversation and each others responses to it? Most women appreciate a guy with a sense of humor, and one who can carry on a *normal* conversation (i say it that way because normal is relative).
Are you properly saying/conveying exactly how you feel? More often than not women are, or pretend to be, unaware of how you feel until you say it directly, or do something to show it. I say "pretend to be", because, while they may know how you feel, most of the time they're not going to put themselves out there unless they're very certain you feel the same way, others use as it as an excuse to hide behind.
Non-verbal can be more complicated. It's something you should look to do, and be mindful of in the other person. Subtle touching, eye contact, the way each other position themselves, etc.. and each others responses to that.
In my experience (I'm a self confessed former man-whore, not by choice mind you, I'm just a good guy

) most women want a man who is confident (not ego) and is secure in himself (does not mean: macho) to go after what he wants. Hinting around, being shy about it, drawing things out... that's what usually gets you to the friend zone. Don't feel like you have to do those things if you feel there's interest. Be honest about it, and don't feel like you need her to give blatantly obvious signs of being interested before you make a move. You're asking her out on a date, not to get married.
Also, don't feel bad about being shot down, unless of course you're a jerk. I say jerk, because it's a condition that tends to be very hard to correct, and is something you must be fully aware of in order to fix.
If you're genuinely a good person, but tend to have a hard time approaching people, outwardly showing/saying how you feel, carrying a conversation, feelings of nervousness, etc.. most of those are things that can be resolved by simply talking to more women, not putting pressure on yourself, and being ok with rejection (this doesn't mean walking into a situation thinking "Well, gonna get shot down again").
Cliffs:
- show interest through verbal/non-verbal ways, but don't be coy about it.
- there's pleny of women, talk to them.
- don't worry about being rejected.