Should you tell them on the first date, that way they know your intentions & there's no confusion. Should you let them get to know you first, then tell them or when?
I personally think you shouldn't bring it up on the first date because then the person is going to think that you think that's all they want. Then again, you should tell them before your feelings get involved because you don't want to start liking the person & then tell them that you're a virgin and/or celibate then they end up leaving you. Then you end up heartbroken.
Not the first date; the first date should be just about enjoying each other's company on a casual level. It's after further dates, that you start to discuss what type of relationship you are looking for and how serious.. and what you will/won't put up with.
If a guy is with you for the right reasons, he won't mind if you're a virgin. If he's with you for the wrong reasons and he does mind... then good riddance. Don't worry about upsetting the types of guys that don't value you.
I think a first date is a little premature, if you haven't known them for a while or something. If it comes up in conversation, be honest but if it were me, I would let this person know after a good few dates, especially if you do want to sleep with them. If you have no intention of sleeping with them, let them know sooner rather than later, what your intentions are :)