...relationship? Should I just not even bother approaching women if I'm mostly interested in sex? What I mean by sex is also hanging out together going to movies, having dinner and conversations etc.
So let me get this straight, you want sex and you also want to go out to movies and dinner and other things? Because that is what some would consider a relationship.
What you describe in your details sounds like a relationship. I guess it depends whether you want to be tied down with one women exclusively. If yes, then yes, you should look for a relationship.
If you are only interested in sex with no commitment, please don't fool women into believing you are looking for a relationship! In that case, just be upfront about what you want and don't pretend like you love them or anything.
Hanging out together, going to moves, having dinner etc, IS NOT SEX. If you want to do all that, then you are perhaps after a a friendship with sex, which is still essentially a relationship. If you just want sex, find a swingers/adult-contact mag/website.