I don't know about dont's, but you really can't go wrong with a picnic.
You can show you put a lot of thought into it by buying a picnic basket from here:
Picnic Baskets and Picnic Backpacks at Picnicfun.com
and pre-staging it along a nice walking route, etc. Of course, full of nice wine, cheese, etc.
She will think you are just being nice until you duck into the bushes and come out with a romantic feast. And if you like food as much as I do it's really win/win.
Also,
You can't go wrong with anything from Shari's Berries:
Flowers: For fresh flower delivery, send flowers from ProFlowers.
They will overnight-express you some awesome chocolate dipped strawberries.
My wife is currently reading over my shoulder and nodding approval.
These are two relatively easy, cheap, and unusual ways to make your SO happy without resorting to cliches like flowers, expensive jewelry, etc. More input from the wife: Shari's Berries offers a strawberry rose package where the strawberries are laid out like a dozen long stem roses in a box. I still get brownie points for that one.
Also, she would like me to point out that you probably should not try to purchase a firearm for your SO. Especially not as an anniversary present.