Find a local indie band that is playing around town. Get there early so you can talk, then let the music flow and you can talk afterwards as well. I am a big fan of bowling. It also kind of depends on the person (which is a cop out but true). If you both into hiking, do that; symphony (Sundays are usually cheaper and less dressy), off roading, skiing (could be expensive unless both parties have passes/equipment), walk around a lake, go to a playground, art gallery, play in the snow and then go get a hot drink to talk and unwind. So just base it around the guy/gal who you are dating.

Most of all, Have Fun!