I have to say I am not one to walk up to a girl and say "hey you are cute, wanna drink, btw I am married but in an open relationship (saying poly confuses the issue)". Since I easily connect with women I tend to just go out with them, see if there is any connection at all. If there is, then I politely mention I am married and go into it from that angle. This also lets me see if I am interested, I am pretty picky so I need to figure out if I am interested too haha
I don't think explaining it right from the getgo is worthwhile and can create un-needed tension when you are just trying to get to the friendship level. If it happens to come up, such as when I am around people that know me or my wife, I don't have a problem talking about it.
That said, my wifes approach is different than mine, she is more than happy to throw it out there right off the bat. She is very open and, at times, almost in your face about it. Shocking sometimes...
So far I have ended up with more than my share of female friends and have yet, (in either situation) to loose someone to the fact that we are open (unless of course, we didn't like them). Have I dated them all, no...but would I...I doubt it.
Do whatever feels natural to you. Don't change how you act to suit your poly life. It will just feel awkward and unnatural to the person you are trying to date.