If you are looking for something fun to do together and don't want to do the traditional out to dinner thing then make it a cooking date. In the summer you would start by taking her to the to the local Farmer's Market, but since it's winter then just hit up the grocery store. Shopping together for your dinner ingredients provides a nice chance to talk. Then go home and prepare the meal together. Cook, dine, clean up, dessert, coffee, etc. If you want to go high end then you can do the whole cooking class thing, but I think it's more fun to do it yourselves at home. The whole point is to provide a fun activity where you have the chance to get to know each other better. This date does that extremely well.