I would choose a movie if you are shy. (but only if he is shy too) That way if you are nervous you won't have to try to carry a conversation on the first date. If he is a fast mover (the kind of guy who would try to make out with you on the first date) That wouldn't be a good idea. If you think he wouldn't try anything in that dark room, it is a great place to go without the stress of trying to carry a conversation when you are that nervous.
First dates are always a little formal so it should be somewhere that's decent but not too expensive.
One of my recent dates was in a REALLY nice town in a deli shop and that was because we went out at 9AM since he and I had things to do in the afternoon.
It was nice but at the same time it wasn't too formal.