Well, in large part, it depends on what you guys like. When my boyfriend and I were first dating, we had a lot of movie nights (we're college students, and therefore broke) and we usually watched action flicks, because most guys like explosions, and I happen to be an adrenaline junkie. If that's your thing, I can recommend the "Ocean's" movies, I Am Legend, Lucky Number Slevin, Boondock Saints, Reservoir Dogs, Pulp Fiction, Die Hard and its sequels, 3:10 to Yuma, the Lord of the Rings trilogy, the older Indiana Jones movies, and Eastern Promises (beware the extremely naked Viggo Mortenson). The movies with Sean Connery as James Bond are also good, as is Speed Racer.
If you like animated movies, and you haven't yet, check out some studio Ghibli films. Princess Mononoke and Spirited Away are probably the best, though I haven't met a girl yet who didn't like Howl's Moving Castle or Kiki's Delivery Service. My boyfriend and I still love The Road to El Dorado. You could also try re-watching the ones you loved as kids.
For dramas, try Pan's Labyrinth, Walk the Line, Pulp Fiction, Hidalgo, or Be Kind Rewind.
You said your lady likes horror movies but you don't, right? If it's the gore that bugs you--that's what it is for me--try renting or downloading some thrillers instead. I recommend Zodiac, Red Eye, Secret Window, The Orphanage (if you don't mind subtitles), the Silence of the Lambs, Red Dragon, Psycho (the black and white version; the remake sucks), Signs, or even The Village. You might also like Invasion of the Body Snatchers (get the version with Kiefer Sutherland) or John Carpenter's "The Thing." Sleepy Hollow isn't too scary, but still a fun one to watch. From Hell is another Johnny Depp movie that's very good, but really violent.
Comedies: Clerks II, Chasing Amy, Thank You For Smoking, and Knocked Up are all decent date movies. Beetlejuice is always fun.
Some girlier or more romantic movies that won't impugn your manhood too much: Chocolat, Cyrano de Bergerac (with Jose Ferrer), Moulin Rouge, Ladyhawk, The Man in the Iron Mask, Amelie (subtitles again), and Secretary. As a bonus, Secretary is kind of an erotic movie, so you might get some action out of that one. If you don't mind musicals, Sweeny Todd is a decently violent, moderately creepy, absolutely awesome flick that I will be surprised if you haven't seen. I also second the call for Princess Bride.
It's also fun to get box sets (or download seasons) of a TV series to watch together. My roommate and her boyfriend watch Heroes every week, and if your girlfriend likes a slight horror tinge, you both might enjoy Supernatural--has action, an awesome classic rock soundtrack, very attractive actors of both genders, a decent plot, humor, and some really creepy episodes.
Hope at least some of that helped!