Bring her to a place that serve good (not necessarily expensive) food.

Do your research and find out what she likes.

One of the best first date that i recall having - He brought me to an average seafood restaurant that i bet serve the best butter prawn in town - simple as that (He figured out that i like seafood)

But most importantly it's not the place but how everything flows - conversations, connection etc.

Movies on a first date if definitely a no no - how can you get to know a person sitting in the dark not talking for two hours. Waste of time.