Life is unfair, is it not? We all wish everything could be equal for everyone and no one would feel burdens or pressures or pain in life, but it's not that way. American guys most often do the asking out on dates, and thus etiquette dictates, that the one who asks, should foot the bill. Case in point, you wouldn't ever invite someone to your house for dinner and then expect them to cook, would you? Okay, same principal.
But that's not fair...you guys say, if we always have to do the asking out, we always pay. What did I say at the start? Please re-read the first sentence. Try having a gut punching period every month and then complain about how life is unfair. We are all screwed in this game in one way or another, but here is the thing...are you that screwed though?
No one can force you to pry open your wallet and pay for a date. When you ask out, you do so with the knowledge that you will most likely be paying since you did the asking, so instead of whine about it, do something about it. For one, stop going to these expensive a-- places you can't or don't want to afford. I know a guy that says, I take all my first dates to the local bar on their discount drinks night in the middle of the week, so if it goes terribly, I've paid basically nothing and not ruined my weekend but if it goes great, we can go some place better on the weekend and continue from there.
You can go for a cheap date that isn't cheap. There are free events in nearly every city. One of the best dates I've ever arranged myself when I was extremely broke was I made an entire lunch and dessert for the guy I asked out (thank you very much) and we went to the local park festival (which I fully picked because there was no charge), then had a picnic next to this amazing lake. I didn't pay for any extra crap. We had the best time just exploring the festival, laughing, talking and he appreciated the effort of me actually cooking something for him. We ended up dating for an entire year off of that free date.
You have to change your mindset and become the clever fellows we know you can be and find solutions to "having to pay all the time". Spending copious amount of money isn't always the way to win the girl of your dreams, but if you are going to go that route, do so, because you want to and not because you expect your date to owe you financially or sexually (gross). Also if your date is one that can't stomach the thought of a free or cheap date, then guess what, probably not the one for you. You and your wallet should move on.