It doesn't have to be anything super special or sexy. I've gone to the movies with a client and had a great time. Of course going to the adult store and picking out and trying things on together is fun but I've gone to art galleries, different kinds of shows that were in town, sunset boat rides, comedy shows, the Murder Mystery Theater. I downloaded an app that guides you through city tours and usually has tours with a few different focuses for each City that I've done w clients. I've even gone on a little hike, to a secluded destination.
It's even better if you know them and can pick something they enjoy. There is no wrong or rite.