Ideally, is the first date about the lady getting a feel for you? Meeting you in person, seeing you are not crazy, harmful, stinky, etc. Then subsequent dates I unload my wish list and see what she may or may not be into?

For me, first dates are like the make or break for a second date. All providers should screen potential friends, and usually that's when we do our research to make sure you arnt a serieal killer lol. That's why you choose ladies who will allow you to use them as a reference. Some providers would like to know your wish list to make your experience unique and unforgettable.  

Let her dictate what happens, and use your intuition...

As for subsequent dates, intuition is your best guide.  But why do I get the feeling you are looking to push limits?

No, not looking to push limits. My list includes: anal, sloppy BJ(see video), teasing and or more passionate experience, role play (cheerleader), just activities I haven't really experienced. I don't believe it's limit pushing, but that's why I would like to learn the best way to approach these subjects, as to avoid pushing limits. An example being asking a woman for anal that does not do anal. How do I know she doesn't do anal without asking.  

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If I am visiting a provider for the first time and after the "basics"  I WON'T ask "whats on the menu"  or "what do you offer" You should already have a pretty good idea what she offers.  If we both feel comfortable after the "basics"  I might ask "what is off limits?"  After that I have had a couple providers thank me for asking that and not simply jump to conclusions.

D.

Second, she might not do anal an everyone...a very big YMMV. Are you thick and long? And she might need to prep before your appointment and she will not know this out of the gate.  

And please do not ask if she does anal in your initial contact. Your email most likely will be ignored or you might be hung up on AND she has no idea of your size or general hygiene.  

I will never understand why guys think a lady is going to say yes to anything before even meeting him to find out if he is clean enough, or small enough (Greek) to be able to deal with

If you require anal to book, then only inquire with the ladies who advertise it and have it all over their reviews. For any request, if she says "no" or gives physical cues (swatting your hand, pushing you away), then respect that and don't do that particular act again (this point should be obvious).

Role play you can ask about and plan up front. As for specific sex techniques (sloppy BJ, teasing, etc.), I find it works best to make dirty talk out of those requests. Instead of walking in and dryly listing out your preferences, wait until the action starts and then provide feedback as sexy talk (ex. "ooh baby, yeah keep doing it that way... that's hot, let's try it this way... it turns me on when you do this... etc.").

Thanks, everyone. I can accept,"no" as an answer to a request. I just wanted to know best practices to approach the topic.

As others have mentioned, do some research to be sure the ladies you are considering offer anal.  If you don't yet have VIP, you will need it for this research.  

Sloppy BJ?  Try asking around on your local board for recommendations of ladies who are known for that.  Then see which ones of that group offer anal.  

Teasing can mean different things from a striptease to slow foreplay to a very specific type of fulfillment denial.  So first figure out how to accurately communicate what it is you seek.... if your explanation of your desire needs to be explicit, then to err on the side of caution, don't ask until after the first date.  

Role-play: this is an innocent enough question, which I get all the time.  I personally have no problem answering a simple, "Do you do role play?"......  but keep it to that.   If she replies yes, THEN ask if you can tell her what you have in mind.
Oh... and don't just say "cheerleader" lol.   Do you mean you want her to act in a certain cheerleader-y way?  Just put on a cheerleader costume?   Both?  Both plus do an actual cheer for you?  If I were the lady on the other end (and I offered role-play lol) these are the sorts of things I'd want to know.   :-

... suggests that if you put a frog in cold water and SLOWLY raise the temperature, then it will go along with it until it boils [sorry for the visual there] and if you toss a frog in hot water it will jump out.  The idea is that slow steps are an effective approach to a long journey.  I have documented my own personal experience with my ATF that I have now known for 14 years.  The explicit details of our first three dates are available at the link below.  A glance at the Table of Contents gives you a pretty good idea of just how far the journey took us in the first five years.