How do you determine the strength of anecdotal evidence to decide that PUA works and acupuncture doesn't? I know quite a few people both online and offline who claim that acupuncture has helped them with various issues.

I know people online who claimed that PUA helped them. I know people online who say that they concluded after spending over a year in the PUA community that the field is a scam. I also know people online who have radically changed their social life without going the PUA road.

The worst part is that it uses what is a valid consideration (the lamentable lack of research into effective attraction strategies) Whether there should be more research into a theory is a different issue than whether there's enough evidence to support a theory. If you don't take separate them mentally you run into the problem of being overconfident when information is scarce and underconfident when there's plenty of information.

As a good skeptic it important to know that you simply don't have enough information to decide certain questions.

Relative to what, exactly? The 'gravity' hypothesis? The evidence is overwhelming. Of course there are some effects when you get approval from other people. I however don't think that there is peer reviewed research that suggests that the effect is as strong as it gets seen in this community.