I stopped doing dinner dates in restaurants prior to sex in the early 2010s. I am always surprised to hear those dates still happen. I felt like I was behimd the curve in doing that.
I have avoided coffee dates due to those being wastes of time too. Difficult to escalate to romance on those.
Drinks in bars were a common first date for me pre-pandemic. Better than dinner because I would sit side-by-side at the bar. However, I had too many "one date, no sex, no second date" type dates even from that, which led to wasted money.
Inviting a woman to work out as a first date is a good idea if you can handle the logistics, which can be complex. She's likely not a member at your gym, so getting a guest pass would have to be arranged. Some gyms are better about that than others.
Advenrures, or active dates, are good. A key challenge around those is that for people who work M-F 8:30 am-5:30 pm type jobs is that most of the adventures can only happen during the day. So that would limit you to day time dates on Saturday or Sunday. There are a few things that can be done on weeknights. It requires more creativity. Additionally, it would also require a longer conversation to happen. In most swipe app scenarios, that conversation level isn't going to happen over text. I would say to only do that with women met through some sort of in-person approaching when you can figure out if an adventure/active date would make sense based on mutual interests.