This stuff should be basic knowledge for all men, yet I see these rules being broken by guys, left and right.
When you're on a first date, or any date for that matter, it's important to make the right impression when it comes to your behavior. So, let's go over some basics.
Pretend your cell phone doesn't exist
With exception of coordinating your meeting time/place with the person you are going on the date with, you should pretend your cell phone doesn't even exist.
Meeting your date
If you are seeing this person for the first time, from an online dating site for example, a hand-shake is your best bet. You get to touch the person without being creepy or presumptuous. If you met previously, a simple good-to-see-you-again hug may be fine.
Beginning your date
If you are entering a restaurant or bar, you should always let the woman lead (after you open the door, of course!). The general rule is to let the woman walk in front, unless it's crowded, in which case you should lead her through the crowd. Leading a woman through a crowd is also a good opportunity to hold her hand and a simple way to break the physical contact barrier.
If you are being seated at a table, be it at a restaurant or lounge, there are two important rules. One, let the woman sit first, and if it applies in the situation, pull out her chair for her. Two, the woman should have the better seat. The "better" seat at a restaurant is typically the one facing outward, so she gets to see everything.
Lucky for us guys, most women love talking about themselves. On a date the only impediment might be if they are nervous, so it's your job to ask some questions and open them up. You've heard this before, but it's correct, so I will say it again... religion and politics are topics to avoid. I've heard some pick-up artist types say that family should also be avoided as a topic, but I pretty strongly disagree. Should you tell the creepy story about your a-hole uncle? Probably not. However, light conversation about siblings or parents is fair game to me. It is a pretty good way to discover things you may have in common. The same applies to contextual references to your friends.
This isn't the Jersey Shore, so on a first date you should keep physical contact to a minimum. Depending on how are you sitting or standing during your date, and how the conversation is going, you could briefly touch your date's arm, shoulder or mid-to-upper back. There is a funny scene in the movie "Hitch" where Will Smith illustrates the touch-the-back move. Too high and you're her friend, too low and you're trying to grab some ass.
If you've been in a bar for a couple hours and are ready to leave, taking your date by the hand and leading them out can be a simple (yet masculine) way to show you want to touch them without seeming creepy.
End of the date
This tends to be the part of the date that makes most people nervous. I'd say there are a few simple guidelines. If you legitimately enjoyed yourself, tell her you had a good time and you'd like to take her out again [insert day here]. This serves two very important purposes. First, it shows her you take control, and second, if she's not into it, her reaction should give you a fairly solid sense of that. If you get a good reaction, feel free to give her a simple kiss. Nothing overbearing, just something that will leave her looking forward to your next date. If you don't get a good reaction, you can politely say it was nice to meet her, and move on, without having to wonder if you'll ever see her again.