An intimate dinner in a private setting is really nice... No interruptions - some teasing... natural progression to other things.
The issue with dining out is that although you can get some teasing/flirting done, you interrupt the flow of the evening with traffic - unless, of course, you dine in a hotel that you are staying at.
Whenever I'm out of town on business, I loooooooove to get it on with a hotchick . . . usually at an Incall, then when I'm done . . . I take myself out for a nice meal
Something decadent, something obscene, something that shortens my life expectancy. Kind of like icing on the cake!
Oh . . . but do this alone. I pay for pussy, not conversation. I could not stand to sit still and talk while counting the dollars per minute, it ruins the experience. Overnights help offset this anxiety somewhat. Besides, I've discovered that the younger generation is decidedly uninteresting (but so hot) to talk to, and that's the range I date.
I have eaten out with providers in foreign countries where I don't speak the language and they are my tour guide. I would say out, no mess, no fuss, no chance to screw up the food. Out has way less variables and stress.
If you MUST have dinner with a woman, why not come up with some business excuse to take a coworker out or someone from your church, etc. You WILL have something in common with them, and they're FREE!
And if you have a S.O. and you're local, then definitely in. But still better to dine alone.