I disagree with two things you mentioned. Dinner and the gun-range.
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There is nothing wrong with taking a woman to dinner for a first date. I did it last week, actually. I took her to a place I am well-known and happens to be one of the nicer places in town. After dinner, I asked her if she would like to go for a motorcycle ride. Of course! A block from my house, I put her window down and told her to stick her hand outside. As we pulled into my driveway, I hit the garage door Opener and pulled in. After the car was inside, I hit the garage door closer. I pointed to my motorcycle parked nearby and said, "That's my bike, come on inside." After we got inside, I gave her a full tour of my house. Then, we sat in the living room, in seats several feet from one another. After about a minute of idle chatter, I told her, "I'm tired. I am going to take a nap." I stood up, grabbed her hand and led her to my room. We spent the rest of the evening in my bed before I took her home and went to work.
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The other thing I disagree with is your gun-range first date. There is too much risk she is politically opposed to firearms or has had a tragedy involving firearms affect her or someone she loves. After you know a woman well enough to discard those two issues, it's a great date idea. Women are inherently better shooters than men. Just be sure you are teaching them properly 
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Another date I went on last week was very "off the cuff". I received a text that said she wanted to go out with me. I then texted her back and said I needed a pic of her becuase I didn't want to look at a gray box every time she texted me. She told me to add her on Facebook. Done. I noticed her status said something about running like a cheetah with wind in her hair. I got her known schedule for the next week and told her I would let her know.
I called her a few hours later and asked her if she wanted to go for a motorcycle ride. I explained to her that the wind chill would be around 30 degrees and she would need eye protection and gloves. She said she would be ready at a certain time and I picked her up. We rode about 30 miles with a nice sunset backdrop. She had the opportunity to wrap her legs and arms around me while I was completely in control of everything. Then, we stopped at a coffee shop before going to her house. After spending some time at her house, I had her follow me to my place. For reasons that don't need to be discussed here, I asked her to leave without taking her to my room.
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Both of the women in the examples given work at the same bar. I met them while they were working and took them out on Monday night and Thursday night. I told both of them I had asked the other one out and was going on a date with them both. I've seen both of them since the first date.
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Other good date ideas:
Feeding ducks at a park.
Going to the zoo.
Miniature golfing.
Go-carts.
Arcade.
Dog park (borrow dog, if necessary)
Casino (need decent $)
Horseback riding.
Art gallery and/or museum.
One of the best places I have taken women on dates is a sanctuary for large cats. ie, tigers, cougars, panthers. Nothing turns a woman on as much as the presence of truly powerful, magnificent p*ssy.