Being close to nature is great for the mind and it's also totally free - bargain!
Get some fresh air by taking your date on a casual countryside stroll or a walk along the river.
If you don't mind spending a bit of cash, you could even buy one of those handy books that tells you about good walks in your area and exciting sites along the way. It's also a pretty good conversation starter.
Bike rides are a cheap romantic date too, especially if you can find a secluded little spot to stop off at.