You know what? Whatever feels comfortable to you sweetie, and nothing more. Personally, I never give away too much on the first dates. I always play hard to get. Usually, it goes something like this:
1st date: hug goodbye + maybe kiss on the cheek
2nd date: long tight hug + kiss on the cheek
3rd date: kiss (usually french kiss because I've made the guy wait for long), free-for-all as far as touching goes (excluding private parts though)
As far as hand holding goes, my current boyfriend did so on our first date, probably in the middle of it all. My ex first held my hand only after we shared our first kiss, so maybe 3-4 dates into our relationship. I never initiate the first hand holding. I prefer letting the guy make the move himself because it gives me a good feedback on how our relationship is evolving (to me, holding hands is far more intimate than a quick goodbye hug).
Sex? NEVER ON THE FIRST DATE, unless you're looking for a fling. My boyfriend and I haven't even had sex yet. We're guetting really close to it every time we cuddle and we've been together for two months already. I guess it'll probably happen within the next month or so.
If you're ready for more touching, let yourself go. If not, it's okay too. My unspoken rule with all the guys I date is that they can only make a move if I happen to make one beforehand. I have to flash them the green light, so to speak, before I let them make more physical contact. If I don't and a guy touches me too much, it'll turn me off and I am more likely to turn him down.