Usually it's best to leave the going to a movie together experience for later in the relationship... Normally I take a girl out for tea and a walk for the first date, because tea(or coffee if you prefer it) is cheap for both of you, allows for conversation, and is one of those things that can last as long or as short as you desire, and tends not to put any pressure on either parties, that way you get to know eachother quicker, and if it doesn't go well you can part ways easier.
I mean, do what you wanna do, but usually a movie is second or third outing material, and by then you usually know whether it's a relationship developing, or just a disinclination towards loneliness keeping you seeing eachother.
More than 20% of the women I meet, either piss me off with their inane mindless babble, or bore me to the edge of sleep on the first outing, so coffee tends to allow me to keep it to half an hour tops in those cases, and saves me some grief...
I made the mistake of taking a woman to dinner for a first date once, the whole time all she talked about was her shoe collection, followed by the shoes she saw that she really wanted, this went on for TWO HOURS.
Needless to say when the end of the meal came around and I hadn't been given room for more words than it took for me to order my meal, I told her it wasn't working for me, and ended up wasting $20 on a meal(yes I made her pay for her own meal, I don't like to date women who expect me to pay for everything from the get go, because frankly, I don't want the foundations of a relationship to be built on me giving and her taking, because that tends to become more than a bit of a habit in a lot of relationships.) I wasn't able to enjoy, not to mention an entire evening in which I could have done a variety of other things, hell even cleaning the washroom would've been a more enjoyable evening.
However, there was a woman I took to a movie once for a first date, it was her choice of film, she ended up not liking the movie, associating that feeling with my face, and never speaking to me again... So don't say I didn't warn you about the possible bad side of the option.