I spend more time than I should at bars (I like my sports, and don't own a TV..), and I've developed a few rules of thumb:

1. I never say "keep the change"...but I often say "I'm all set, thanks" if I hand them a $20 for $18 of drinks, (or $17..) for example. "I'm all set" has the same effective meaning as "keep the change", but without the connotations.
2. Overtip...in moderation. Standard American fare: $1 per drink. If you order 3 drinks, tip 3 dollars. If you order 8 drinks at once, it depends. If you ordered 8 bottles of Bud, you could tip $5-$6...if you ordered 8 mixed drinks, $8-$10. If you order 1 drink at a time, but stay for a while and order a handful of drinks, consider occasionally tossing in an extra dollar now and then. (an $18 martini sometimes, but not always, merits $2 for one drink...it depends. If the bartender is aloof and self important, I only tip $1)
3. Women often tip less than men. NOTE: this varies WIDELY, in both how it's done and how people react to it. A bunch of single girls at a bar will often order 3-4 drinks, and leave a dollar. In some places that's "the cost of doing business", in others it will get you worse service over time (I'll point out that there's a countervailing trend where some women type MORE than men, in part because some of their peers tip less...it's confusing)
4. Ordering: get up to the bar, make your presence know as subtly as possible 4.a. hand on the bar with two fingers slightly extended, like a half-hearted peace sign, or with money/card in the hand but not flagrantly displayed 4.b. eye contact. Watch the bartender...as he/she turns and scans, give a nod, raise the eyebrows, like in a quiet cordial non-vocal greeting)... but then BE PATIENT.
   Once you've registered your presence, they will mentally que you up and come to you in your turn. Be ready to order, or have minimal questions. (note: obviously this will fail sometimes..start subtle, and increase efforts bit by bit...waving or "excuse me" is a last resort)
5. be quick, friendly, humble, quick, curteous, and quick. Not servile...just, cordially professional. If you want to throw in humor or more interaction, do it while they are pouring your drink. Don't slow down the process by making the joke stand on it's own
6. When ordering: Speak clearly...enunciate, (slightly) exagerrate lip movement...these people are professionals and will try to read your lips if it's noisy.
7. When ordering: know what you want (as much as is possible). If you order "vodka and x_" be prepared to answer type of vodka (or whatever alcohol is involved). If you don't know what brand, say "I don't know...whatever's good" and you'll probably get a standard brand. If you say "I don't care" you'll usually get "well" which is the cheapest (but some "scene" places will give you something expensive). If you actually don't care, say "house" or "well"...sometimes this will taste bad, but it's cheaper.
8. If there's space, belly up to the bar! (as you see fit) If it's crowded, don't insist on having to have full shoulder width at the bar. Stand perpendicular, lean in on your elbow to order, etc

Other things to look out for: -guys, don't necessarily tip cute waitresses more. I mean, by all means feel free. But it gets silly sometimes -guys, if the waitress/bartender is cute in...specific visual ways... do make an effort to look up at her face when you are talking to her -girls, if you tip less, fine. But don't be stingy "just because you can get away with it"

[note: this post is making me want to reassess my lifestyle. ooof]