The old adage is that a way to a man's heart is through your stomach, but I think in the 21st century, this has flip-flopped: The way to a Woman's heart is through her stomach.
Women love a man who can cook for them. But keep in mind, women also love a man who cleans up after he cooks for them.
If you are a gourmet chef, you can stop reading now, but if you aren't keep on reading.
You don't need to enroll in cordon bleu courses or school to achieve this skill.
What you need to do is learn one delicious dish. One perfect meal you can whip out and impress someone with over and over. I don't care if it is a perfect dish of scrambled eggs - know your technique and your recipe down to a science.
It could be some pasta and a homemade sauce (much easier than you might think) It could be a great steak or hamburger. What the dish is does not matter. Your mastery of the cooking technique is what does.
So figure out what one dish you want to learn and start practicing. In the beginning you might want to have some friends over, both men and women to critique it. Keep doing it over and over until you make people swoon with delight. If you've ever had a French woman cook scrambled eggs, you know what I'm talking out - if you master even the simplest dishes, it tastes like heaven in your mouth.
You can learn to cook by taking a class or by hunting down recipes online and then practicing as often as you can. Even a simple soup will taste like a gourmet meal if you add a fresh green salad, a loaf of bread from the local bakery and a bottle of wine.
So now that you've mastered that one dish, what now?
Well, I wouldn't whip out this dish on the first date. The first date should be some great spot (or two in my opinion) you can take the woman to show her your good taste. Then maybe think about making her dinner on the second, preferably third date.
Make sure your house is clean. I don't care if you have to pay a maid to clean it that day or else trade favors with your little sister, make sure it is clean.
Go buy fresh flowers. You can put them on the table, but remove them before dinner. They tend to get in the way of conversation and their scent will mix with the food's aroma, which is never a good idea. Which brings me to candles, as romantic as big tall candles might seem, they also get in the way. Go buy some small votive candles for the tabletop. I like a lot of them myself. And again, you don't want your dinner ruined by the scent of jasmine or vanilla - save those scented candles for cuddling on the couch later, the candles on your table should be unscented.
Then dim the lights, turn on some romantic music and do your stuff!