NO DENNYS!
That?s a step below where you want to go.
Go to someplace like Applebees, Bennagins, Ruby Tuesdays, Chili?s and such. Those are good places to get simple food (aka: fancy named burger) and is not that much money.
As for a restaurant: they are hard to come by now a days (the above types below do not count as restaurants..) where do you live? Stay away from Italian.. don't want her to accidentally (or you for that matter) drop some sauce on yourself and look like a fool for the rest of the night.
Movies (I have found) are a bit awkward for a first date.. its all dark and quiet and such and if you dont really know the person, you are not sure of what you are supposed to do. Save that for a second date, it would flow much easier.
(side note: how old are you two?)