Definitely, first dates should be cheap, and $20-30 is the limit. Doing something you both enjoy would be great, but nothing wrong with a coffee. The pretty woman you met on a dating site(e.g. elenasmodels.com) (or elsewhere) is not coming to do the thing, she is coming to see you, and if you are fine, then any place is fine.
Maybe avoid places that are loud. Although it could allow sitting closer, so there is an upside as well.
Movies on the first date are pretty lame, in my view. Too long and not much fun with a stranger.