Usually with a group when you reach the hook point (the point where they would rather you stay and hang out with the group than leave, which is easy to get to for us magicians), you want to ask everyone how they know each other. That way you'll get to know them on a more personal level and branch away from magic making them feel closer to you now that magic isn't involved and everyone is just being themselves – which will make you seem and feel even more a part of the group.
From there, I don't really have a cocky/funny closing 'line,' I'll usually say it was nice to meet them, and that 'I'm just looking to make some new friends.' Then proceed to exchange contact information whether it's giving them a business card, exchanging Facebook info through our smart-phones and becoming Facebook-friends on the spot, or even E-Mails and phone numbers.
As a magician you want to promote yourself, improve and enlarge your social circle, treat yourself as a business that just wants to make friends – this will lead to fascinating adventures and experiences.
Bottom line is, you don't want to come off as the random magician who just popped into their lives, entertained them for two minutes, and dipped out when you ran out of material. Convey yourself as the most interesting person they'll meet in 45 days and they'll naturally feel a gravity towards you.
My friends and I do a Karaoke Night every Thursday (not saying to do Karaoke, it could be a dinner party, some kind of small gathering ritual), and when we meet new potential friends we say something as we're about to leave the group, something like, "Oh hey, we do Karaoke Night on Thursday at (wherever) and you guys should totally come out for it!"
I'm sure I've given way more than enough, even too much and off track information. Just remember that one of the top priorities of interacting with a new group is to make and keep a customer, friend, ally, whatever it may be.
Definitely use, "So how do you guys know each other." And "I'm just trying to make friends." The rest will come naturally, I promise.
- Jarek