Firstly, it depends on you. Who are you? What's your personality? Are you young? Are you elegant? You need to feel great in the perfume. Confidence is sexy.
Secondly, don't over load on a first date. Keep thinks simple. Less is more, and if you are covering yourself in a scent, your more likely to distract him away from YOU! Also, what time of day are you going on your date? You'll need a fresher scent for the day or a more spicy sensual scent for the evening.

Here are some examples:

You are in your late teens. He is taking you to the beach for a daytime picnic.
Show him your individual style with DKNY'S Be Delicious Range. It is a nice fruity sweet scent, making you seem more edible than the delicious picnic he has prepared.
Tommy Girl's 10 won't fail in showing off your freshness. The fruity, flowery burst will make you seem energising and the heat on the beach will turn up your flavour all day long!

You are in your twenties. You are meeting for a drink at a trendy bar and then ging to see a horror flick at the cinema.
Try Christian Dior's Pure Poison it is seducing and flowery with hints of woody musk. It is a strong smell which you might need if the bar is smoky. If not use Givenchy's Very irresistable (under perfume brands on this site), he won't be able to resist from holding you close during the movie!

You are in your thirties. He is taking you for dinner at a posh restaurant.
The Perfume Christian Dior's J'adore is a flowery, rich, intensive scent... it lasts a long time so don't use too much. It has a very sexy smell yet it is elegant and sophisticated. If you want something less sweet try Guerlain's Samsara, a perfect spicy, oriental evening scent... making you seem subtle yet provocative over dinner!

All fragrances can be purchased in major department stores.