I'd say a carriage ride, if it weren't too pricey, and something was available. That's just straight up cavalier, right there.
Also, museums and aquatic parks usually have Valentine's Day specials. It's different, and it's time well spent between the two of you.
If you met somewhere where you can actually partake in something, i.e. a resteraunt, bowling alley, club, go back there for the night and enjoy each others company.
BTW, I was kidding about the whole movie + mambo deal. I'll probably play Madden 2004 all night, while she reads.