You can sit in the sand and talk and it is very romantic to listen to the waves and watch the stars. If you really want a cosy, romantic atmosphere, find out if your city has gondolas. You rent them and the company provides the gondolier so you can relax and talk with your date. Bring along wine and snacks. Bring a blanket, music and talk.
Some companies offer evening cruises aboard a boat that resembles a large houseboat.
Some have restaurants in them that look out over the water, and music playing on the roof and decks. This boat is not the size of a cruiseship and there are other people on it with you, so the prices are very reasonable. If you own a sailboat take her sailing in the evening. Bring a picnic dinner to have aboard the deck. Around dusk it will be very romantic.