Hiking the trails - The big secret about hiking that no one tells you is that it's really just walking by another name.
Rock climbing - One of my all-time favorite dates, this one requires some planning, as the two of you will need to take an intro class if you're not skilled climbers.
A picnic in the park - A classic first-date outing, it's hard to go wrong with a blanket, a picnic basket, and some home-made treats.
Horseback riding - At the risk of generalizing, women love horses. Whether it's the "white knight" angle or just the excitement of sitting atop an animal several times your size, horseback riding lessons, or even a tour à la cheval, will up the romance factor of any outing.
Kayaking - For those lucky enough to live near a body of water, why not rent a kayak (yes, just one, gentlemen ... you do the paddling) and float around? While swimming is probably a little much (she'd likely prefer not to be nearly-naked the first time the two of you hang out), the water is the perfect place to see sparks.
Skydiving - If you've got a daredevil on your hands, you'll create a lifelong bond by leaping out of a plane, hand in hand.
Riding bikes - Looking for something a bit tamer? Scope out the city on two wheels. If you're serious about wooing this one, you might even consider renting a tandem bike.
Camping - It might be a stretch for a first date, but if you're really jonesing for an outdoor adventure, throw a tent in the truck and whisk her away to a secluded spot.