Thank you everybody, that is a massive amount of advice!
I've tried to sum it up into a few bullet points.
First of all, many people have pointed out the importance of meta thinking about my goals:
beware of diminishing returns;
do something that improves your life, not only your attractiveness.
These are sensible and very important suggestions, which I've tried to keep in mind while compiling the list of things I should do.
The obvious winner is to lose weight (that is, lose fat), which is at one time the most important and most hard thing to do. Is there a name for things like that? It seems to share the same epistemic position of FAI: at one time mostly important and almost impossibly difficult. WTF universe?
The silver medal, to my surprise, goes to improving my fashion (thank again to everybody who suggested how to do that). This flies a bit in the face of optimizing for a better life in general, but I guess that if something is important, it is important. I'll dig into that.
The bronze medal, and my second surprise, goes to learn how to socialize.
The fourth place goes to exercise, and the fifth place goes to pick up a new hobby.
If I had to cluster those improvements, I would do it this way:
physical appearance: lose fat - dress better - exercising;
socialization: learn to socialize - start a social hobby, like drawing or dancing.
Other suggestion were in the cluster of increasing the availability of women: move to another city/country, online dating. Very few people had suggested to increase my salary.
That said, I'll concentrate on starting weightlifting, search for a sensible fashion education, research more about the science of dieting, and explore for an interesting hobby that at the same time helps me to expand my social group and gives me plenty of time to learn how to socialize (dancing seems to be very apt).
For the interest of measurable self-improvements, I will post in a month what changes have happened.
Thanks again to everyone who was willing to help and I've not had the occasion to reply.
at one time mostly important and almost impossibly difficult. WTF universe?
Working on FAI is predicated on (and thus less important than) its subgoal of continuing to breathe. Yet (unless you're currently drowning, terminally ill, etc) breathing is trivially easy, so we don't even think of it as a goal. We'd expect all our important goals to be hard just due to that selection bias.
I want to spend a substantial fraction of my time optimizing myself in the direction of being more attractive to females, and I'd really appreciate your suggestions on how to do so.
Why
It should be pretty self-explanatory, but in case you're wondering: relationships are a big part of personal happiness, and where I am now, I feel more inclined toward increasing the number and variability of short- or middle-term sexual relationships rather than just picking a girl who wants to be my wife and run with it. But at the moment women aren't exactly chasing me down the streets, so I want to offer them a more pleasant experience of my company than what it already is.
Mind-killing
I sincerely think this post should provoke none of the above. I'm not asking for ways to trick women into liking me, nor about gender differences about what males prefer over females, etc. Please try really hard to avoid mind-killing subjects into your comments. I'm 'just' asking for ways to change myself into being a more sexually attractive human being.
Caveat(s)
I'm aware of the dichotomy lying around: attraction can be created vs attraction can only be amplified. In both cases there should be at least something that can be done.
I'm also aware that some people strongly dislike posts full of personal details, so I will try to keep them at minimum, while at the same time trying to provide the necessary description of my situation.
I would like
Try to aim for advice on stable improvements, about aspects that are proven to be sexually attractive to straight females, in the age range of 20 to 40.
For example, I know that height or facial symmetry are proven to result universally attractive, but I cannot really change that, and sole-lifts or make-up are so short-term solutions to border on 'tricking women' (yes, I know that women use those tricks too, I simply would like to invest my time better).
My situation
This is the shortest possible description: I'm a straight male in my thirties, heavily overweight, living in Italy in a 20k people town, with a job paying me about $20k a year.
If you think you need more details ask for them in the comments or PM me.
What I'm already doing/planning to do
The first obvious choice is getting fit, although it's about two years I'm trying different diets with no results, so I'd really need pointers in that direction. I've also heard about training programs that tells you to concentrate on shoulders, because apparently shoulder-to-waist ratio of 1.5 or more is especially attractive.
I've also been told multiple times by multiple sources that women values confidence, competence and leadership. I understand the confidence part in being able to express without embarassment your interest (but still in a socially graceful manner), but I would really like pointers about what area of my life I could engage to become more competent or a leader. In what domains women like competence/leadership?
My only hobby at the moment are the game of Go and dabbing in math/logics/AI, which, as fascinating as they are, are seldom considered very attractive.
What I'm not sure about
Is fashion important? I understand that I need to dress well for my built, but I would like to know if a Versace button down shirt is more attractive than a plain brand one.
False beliefs
Do you think am I doing the right thing? Or am I wrong in my search for attractiveness? Should I concentrate on something totally unrelated? Dose the physical aspect matter or I should concentrate more on character? Am I completely off track?
If you think I'm grossly mistaken, in the name of Omega let me know!
Downvote
If you think this post doesn't belong in a community devoted rationality and self-improvement, feel free to downvote, but at least try to indicate a way to better phrase the problem or point me to another community I can ask the same question.
Thank you very much!