Which of the following do you think would be best for a first date?
1) Going to McDonald's or other Fast Food Restaurant (actually one of the girls I'm interested in works for one) for a meal.
NOOOOOOOO!! Never. Ever. ESPECIALLY if she works there.
2) Going shopping at Wal-Mart.
Nope. I wouldn't do this.
5) a skating rink or bowling alley, some sport you can both play.
Grand Idea. DOING something, not watching others, is a better bet to learn about each other and enjoy each other's company. You are more likely to have positive memories of something like this, even if things don't work out with that particular person.
6) to watch the pro wrestling matches, football game, some other sporting exhibition.
Probably not, unless you happen to know SHE is really, really into said spectator event.
7) dinner and a movie at your place.
Not bad, if you are a good cook and you pick movies you both can enjoy. For our first date, my wife and I went shooting, then back to her apartment where she cooked lasagna. After dinner, we watched some really, really bad B horror movies. We had a great time, a LOT of fun, and I knew when I left her place that we would be married someday.
8) Dancing at a club.
Can you dance? If not, forget this. I don't think many women are overly impressed by going 'dancing' when it means just sitting, dancing by themselves or watching some guy embarrass her. If you can dance, it's an okay idea.
9) A fancy restaurant for a meal.
Not bad, I suppose, but avoid the "I'm trying to impress you" schtick. Do you usually eat at fancy restaurants? If not, don't do it for a first date - save it for a special occasion like if she gets a new job, or you anniversary or something. Really, though, in the end, meals at restaurants don't make lasting memories, usually.
10) Where you'd usually go but just ask her to join you.
If she's into it, sure. But if you 'usual' is hanging out with a bunch of loser friends griping about women, talking about whatever, then probably not.
Try not to overthink this so much. Part of the "be yourself" line everyone is given means follow your instincts and be natural. If the person you are asking out seems like she would enjoy bowling - go for that. If she seems the type more into moshing in the pit, go do that if that's your thing. My point is don't try to "force" a relationship with some impressive, perfect first date. Find some common ground, and go from there.
And don't forget your duck suit, no matter what.