Girls? Guys? Thoughts? Is it too brutish to set up a romantic atmosphere or is it a fun idea? Does is depend on the guy or the stage of the relationship? Is this insensitive if he/she is the type of person who likes I don't know, cliche first date stuff?
If it's a long-time classmate, friend, or coworker, and you already know each other fairly well, then sure, Laser Tag is good.
If it's someone you have just met or been around but haven't talked to much, I think you're better off with a date that allows for conversation. Things like Laser Tag and go-karts don't really do that by themselves, but you can pair them with something that does, like going out for ice cream afterwards (and making sure you sit down somewhere to talk). Bowling or attending a carnival are other "activity dates" that provide opportunities for conservation as well.
A romantic atmosphere on a first date is not really necessary, in my opinion. Showing you are interesting and fun to be with is a bigger priority than showing you are romantic, in my opinion.